+99.6%
FTI vs LII
-32.7%
+132.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -0.2% | +2.1% | -2.3% | -0.3% |
| 30D | +12.3% | -12.4% | +24.8% | +13.1% |
| 3M | +13.8% | -24.8% | +38.6% | +15.6% |
| 6M | +24.3% | -25.2% | +49.5% | +26.6% |
| YTD | +75.8% | -20.3% | +96.0% | +77.8% |
| 1Y | +99.6% | -32.9% | +132.6% | +95.6% |
| All | +99.6% | -32.7% | +132.4% | +95.6% |
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