+1,910.4%
FTNT vs LII
+169.1%
+1,741.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +7.1% | +2.9% | +4.1% | +6.0% |
| 30D | -30.9% | +0.9% | -31.8% | -31.5% |
| 3M | -23.1% | -15.5% | -7.6% | -19.2% |
| 6M | +8.1% | -30.2% | +38.3% | +18.8% |
| YTD | +60.2% | -26.8% | +87.0% | +69.2% |
| 1Y | +57.0% | -25.3% | +82.3% | +64.1% |
| 3Y | +152.9% | -7.8% | +160.7% | +128.0% |
| 5Y | +85.9% | +17.0% | +68.9% | +44.2% |
| All | +1,910.4% | +169.1% | +1,741.3% | +1,025.0% |
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 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