+180.2%
FTI vs LII
+170.7%
+9.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | -4.3% | -1.2% | -3.1% | -4.0% |
| 30D | -8.0% | -2.0% | -6.1% | -8.1% |
| 3M | -8.0% | -20.2% | +12.2% | -1.2% |
| 6M | -8.7% | -32.5% | +23.9% | +2.4% |
| YTD | +43.9% | -27.4% | +71.3% | +54.4% |
| 1Y | +49.8% | -28.2% | +78.0% | +61.3% |
| 3Y | +211.7% | -7.2% | +218.9% | +189.6% |
| 5Y | +781.6% | +19.9% | +761.6% | +608.1% |
| 10Y | +180.2% | +168.6% | +11.5% | +66.9% |
| All | +180.2% | +170.7% | +9.4% | +66.9% |
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 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