+2,098.3%
FTNT vs LII
+163.1%
+1,935.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.7% |
| 7D | +1.7% | +0.5% | +1.3% | +1.5% |
| 30D | -4.3% | -11.2% | +7.0% | -0.4% |
| 3M | +13.6% | -28.8% | +42.4% | +25.4% |
| 6M | +87.6% | -26.9% | +114.5% | +101.9% |
| YTD | +98.0% | -22.2% | +120.2% | +106.2% |
| 1Y | +96.9% | -32.0% | +128.9% | +115.8% |
| 3Y | +145.4% | -0.4% | +145.8% | +115.8% |
| 5Y | +153.0% | +22.4% | +130.5% | +94.6% |
| 10Y | +2,098.3% | +171.4% | +1,926.8% | +1,113.5% |
| All | +2,098.3% | +163.1% | +1,935.2% | +1,113.5% |
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 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