+3,459.3%
FIX vs LII
+167.2%
+3,292.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.8% | -8.7% | -9.9% |
| 7D | -27.2% | +0.2% | -27.4% | -27.6% |
| 30D | -46.9% | -4.6% | -42.3% | -46.4% |
| 3M | -44.4% | -21.7% | -22.8% | -37.0% |
| 6M | -50.9% | -32.8% | -18.1% | -39.9% |
| YTD | +3.5% | -27.5% | +31.1% | +19.5% |
| 1Y | -2.1% | -28.0% | +25.9% | +13.3% |
| 3Y | +418.7% | -7.2% | +426.0% | +399.2% |
| 5Y | +894.6% | +22.6% | +871.9% | +676.6% |
| All | +3,459.3% | +167.2% | +3,292.1% | +1,691.7% |
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