+8.1%
FPS vs LII
-25.8%
+33.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.8% |
| 7D | +3.1% | -0.7% | +3.9% | +3.5% |
| 30D | -18.6% | -12.6% | -5.9% | -12.0% |
| 3M | -51.5% | -24.4% | -27.0% | -44.3% |
| 6M | -8.5% | -28.7% | +20.2% | +9.6% |
| All | +8.1% | -25.8% | +33.9% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling