+743.6%
FN vs LII
+162.0%
+581.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.6% | +12.6% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -34.3% | -4.6% | -29.7% | -33.9% |
| 3M | -39.9% | -21.2% | -18.6% | -33.6% |
| 6M | -51.8% | -36.4% | -15.4% | -41.9% |
| YTD | -28.1% | -28.9% | +0.8% | -19.0% |
| 1Y | -29.1% | -29.5% | +0.5% | -19.6% |
| 3Y | +102.4% | -8.6% | +111.0% | +98.8% |
| 5Y | +171.7% | +20.2% | +151.4% | +127.2% |
| All | +743.6% | +162.0% | +581.6% | +377.8% |
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