+3,653.2%
FIX vs LII
+162.0%
+3,491.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.6% |
| 7D | -17.5% | -0.6% | -16.8% | -17.6% |
| 30D | -41.6% | -4.6% | -37.0% | -41.1% |
| 3M | -40.6% | -21.2% | -19.4% | -33.0% |
| 6M | -49.4% | -36.4% | -12.9% | -35.9% |
| YTD | +9.2% | -28.9% | +38.1% | +27.3% |
| 1Y | +6.5% | -29.5% | +36.0% | +24.7% |
| 3Y | +448.7% | -8.6% | +457.3% | +432.1% |
| 5Y | +948.7% | +20.2% | +928.5% | +727.8% |
| All | +3,653.2% | +162.0% | +3,491.2% | +1,809.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling