+178.4%
FTI vs LII
+166.1%
+12.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -8.2% | -0.6% | -7.6% | -8.7% |
| 3M | -13.7% | -17.0% | +3.3% | -8.5% |
| 6M | -11.2% | -31.1% | +19.9% | -1.2% |
| YTD | +46.0% | -27.7% | +73.7% | +56.9% |
| 1Y | +51.8% | -26.2% | +77.9% | +61.5% |
| 3Y | +206.7% | -9.6% | +216.4% | +188.1% |
| 5Y | +862.0% | +15.7% | +846.4% | +687.3% |
| All | +178.4% | +166.1% | +12.3% | +63.0% |
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