+310.7%
FTI vs LII
+163.1%
+147.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | +5.0% | -11.2% | +16.3% | +9.5% |
| 3M | +13.8% | -28.8% | +42.6% | +26.5% |
| 6M | +22.9% | -26.9% | +49.8% | +33.9% |
| YTD | +75.0% | -22.2% | +97.2% | +84.7% |
| 1Y | +96.9% | -32.0% | +128.8% | +118.1% |
| 3Y | +276.7% | -0.4% | +277.2% | +243.1% |
| 5Y | +1,157.0% | +22.4% | +1,134.6% | +917.5% |
| 10Y | +310.7% | +171.4% | +139.3% | +150.0% |
| All | +310.7% | +163.1% | +147.6% | +150.0% |
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