+174.8%
FTI vs LII
+166.2%
+8.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | -7.2% | -2.4% | -4.8% | -7.2% |
| 3M | -12.9% | -17.5% | +4.6% | -7.4% |
| 6M | -7.9% | -32.8% | +25.0% | +3.5% |
| YTD | +45.2% | -27.7% | +72.9% | +56.1% |
| 1Y | +48.1% | -28.1% | +76.1% | +59.3% |
| 3Y | +205.0% | -9.7% | +214.7% | +186.5% |
| 5Y | +838.8% | +19.5% | +819.3% | +654.5% |
| 10Y | +174.8% | +170.6% | +4.2% | +60.8% |
| All | +174.8% | +166.2% | +8.6% | +60.8% |
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