+50.9%
FTI vs LII
-26.9%
+77.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -8.2% | -0.6% | -7.6% | -8.2% |
| 3M | -13.7% | -17.0% | +3.3% | -12.6% |
| 6M | -11.2% | -31.1% | +19.9% | -8.9% |
| YTD | +46.0% | -27.7% | +73.7% | +46.4% |
| All | +50.9% | -26.9% | +77.8% | +50.5% |
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