+48.8%
FTNT vs LII
-28.3%
+77.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +3.2% |
| 7D | -3.0% | -1.2% | -1.8% | -3.1% |
| 30D | -37.1% | -2.0% | -35.2% | -36.8% |
| 3M | -23.3% | -20.2% | -3.1% | -23.9% |
| 6M | +7.4% | -32.5% | +39.9% | +5.5% |
| YTD | +54.2% | -27.4% | +81.6% | +48.3% |
| All | +48.8% | -28.3% | +77.2% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling