+3,078.0%
FN vs LII
+927.8%
+2,150.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -7.7% |
| 7D | -7.0% | +7.9% | -14.9% | -10.8% |
| 30D | -24.7% | -0.6% | -24.1% | -25.7% |
| 3M | -35.7% | -19.3% | -16.3% | -29.7% |
| 6M | -52.4% | -29.8% | -22.6% | -45.2% |
| YTD | -25.0% | -25.4% | +0.4% | -17.2% |
| 1Y | -25.7% | -26.2% | +0.5% | -17.4% |
| 3Y | +110.2% | -4.5% | +114.7% | +101.9% |
| 5Y | +192.3% | +26.7% | +165.7% | +138.2% |
| 10Y | +812.3% | +179.5% | +632.8% | +375.3% |
| All | +3,078.0% | +927.8% | +2,150.3% | +689.1% |
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