-22.1%
FPS vs LII
-33.4%
+11.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.2% | +13.8% | +15.3% |
| 7D | -8.0% | -1.2% | -6.8% | -7.6% |
| 30D | -43.5% | -2.0% | -41.6% | -44.2% |
| 3M | -41.6% | -20.2% | -21.4% | -35.2% |
| 6M | -44.0% | -32.5% | -11.5% | -33.0% |
| All | -22.1% | -33.4% | +11.3% | -6.9% |
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