+165.5%
FITB vs LII
+2,784.8%
-2,619.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +7.3% | -0.6% | +7.9% | +7.1% |
| 3M | -6.3% | -17.0% | +10.7% | +0.9% |
| 6M | +12.6% | -31.1% | +43.7% | +28.9% |
| YTD | +18.0% | -27.7% | +45.6% | +30.6% |
| 1Y | +28.9% | -26.2% | +55.1% | +41.3% |
| 3Y | +139.4% | -9.6% | +149.0% | +132.1% |
| 5Y | +47.2% | +15.7% | +31.6% | +25.0% |
| 10Y | +213.0% | +166.9% | +46.2% | +83.6% |
| All | +165.5% | +2,784.8% | -2,619.3% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling