+47.5%
FITB vs LII
+17.0%
+30.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +2.8% | +2.9% | -0.2% | +1.6% |
| 30D | +9.8% | +0.9% | +8.9% | +9.0% |
| 3M | -5.2% | -15.5% | +10.4% | +0.6% |
| 6M | +17.3% | -30.2% | +47.5% | +31.5% |
| YTD | +19.3% | -26.8% | +46.1% | +29.4% |
| 1Y | +32.7% | -25.3% | +58.0% | +42.5% |
| 3Y | +141.6% | -7.8% | +149.3% | +121.7% |
| All | +47.5% | +17.0% | +30.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling