+2,159.9%
FTI vs LII
+5,706.0%
-3,546.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +15.3% | -12.6% | +27.9% | +21.4% |
| 3M | +15.8% | -24.4% | +40.2% | +26.9% |
| 6M | +22.6% | -28.7% | +51.3% | +36.2% |
| YTD | +79.5% | -19.1% | +98.7% | +88.3% |
| 1Y | +102.0% | -29.7% | +131.7% | +122.7% |
| 3Y | +315.8% | +4.8% | +311.0% | +276.1% |
| 5Y | +1,129.5% | +24.6% | +1,104.9% | +893.7% |
| 10Y | +320.9% | +169.2% | +151.7% | +136.9% |
| All | +2,159.9% | +5,706.0% | -3,546.0% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling