+2,105.4%
FIX vs LII
+25.3%
+2,080.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.2% |
| 7D | +6.0% | -0.7% | +6.8% | +6.4% |
| 30D | -7.2% | -12.6% | +5.4% | +0.2% |
| 3M | -15.9% | -24.4% | +8.6% | -2.6% |
| 6M | +12.7% | -28.7% | +41.4% | +34.9% |
| YTD | +72.8% | -19.1% | +91.9% | +89.7% |
| 1Y | +122.9% | -29.7% | +152.6% | +165.1% |
| 3Y | +774.3% | +4.8% | +769.5% | +698.8% |
| All | +2,105.4% | +25.3% | +2,080.1% | +1,700.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling