+1,828.7%
FTNT vs LII
+170.7%
+1,657.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.6% |
| 30D | -37.1% | -2.0% | -35.2% | -37.1% |
| 3M | -23.3% | -20.2% | -3.1% | -17.9% |
| 6M | +7.4% | -32.5% | +39.9% | +19.5% |
| YTD | +54.2% | -27.4% | +81.6% | +63.3% |
| 1Y | +49.7% | -28.2% | +77.9% | +59.0% |
| 3Y | +146.6% | -7.2% | +153.8% | +121.5% |
| 5Y | +75.4% | +19.9% | +55.5% | +34.7% |
| 10Y | +1,828.7% | +168.6% | +1,660.0% | +976.8% |
| All | +1,828.7% | +170.7% | +1,657.9% | +976.8% |
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