+3,553.2%
FIX vs LII
+169.1%
+3,384.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | +9.4% | +2.9% | +6.5% | +7.7% |
| 30D | -27.8% | +0.9% | -28.7% | -29.5% |
| 3M | -35.6% | -15.5% | -20.0% | -30.1% |
| 6M | -45.2% | -30.2% | -15.0% | -34.5% |
| YTD | +19.5% | -26.8% | +46.3% | +37.2% |
| 1Y | +24.2% | -25.3% | +49.5% | +40.6% |
| 3Y | +494.2% | -7.8% | +501.9% | +474.4% |
| 5Y | +1,036.1% | +17.0% | +1,019.2% | +815.8% |
| All | +3,553.2% | +169.1% | +3,384.1% | +1,686.5% |
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