+1,698.0%
FTI vs LII
+5,003.3%
-3,305.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.9% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -7.1% | -4.6% | -2.5% | -6.2% |
| 3M | -8.7% | -21.2% | +12.5% | -0.7% |
| 6M | -14.0% | -36.4% | +22.5% | +0.1% |
| YTD | +42.8% | -28.9% | +71.8% | +56.3% |
| 1Y | +50.4% | -29.5% | +79.9% | +64.9% |
| 3Y | +194.1% | -8.6% | +202.7% | +179.2% |
| 5Y | +775.2% | +20.2% | +755.0% | +609.4% |
| 10Y | +189.2% | +166.2% | +23.0% | +61.6% |
| All | +1,698.0% | +5,003.3% | -3,305.3% | +297.0% |
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 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