+168.1%
FITB vs LII
+3,124.4%
-2,956.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -4.7% | -12.6% | +7.9% | +0.8% |
| 3M | +6.7% | -24.4% | +31.1% | +18.1% |
| 6M | +12.6% | -28.7% | +41.3% | +26.9% |
| YTD | +19.1% | -19.1% | +38.3% | +26.4% |
| 1Y | +22.6% | -29.7% | +52.3% | +37.4% |
| 3Y | +127.1% | +4.8% | +122.3% | +107.0% |
| 5Y | +71.8% | +24.6% | +47.3% | +41.8% |
| 10Y | +287.2% | +169.2% | +118.0% | +126.5% |
| All | +168.1% | +3,124.4% | -2,956.3% | -31.1% |
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 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