+3,689.8%
FN vs LII
+1,013.9%
+2,675.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +2.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | -22.0% | -12.6% | -9.4% | -16.7% |
| 3M | -43.0% | -24.4% | -18.6% | -35.6% |
| 6M | -27.7% | -28.7% | +1.0% | -16.0% |
| YTD | -10.5% | -19.1% | +8.6% | -3.5% |
| 1Y | +12.5% | -29.7% | +42.2% | +29.7% |
| 3Y | +153.8% | +4.8% | +149.0% | +136.2% |
| 5Y | +288.0% | +24.6% | +263.4% | +223.4% |
| 10Y | +906.4% | +169.2% | +737.2% | +444.6% |
| All | +3,689.8% | +1,013.9% | +2,675.8% | +819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling