+96.0%
FTNT vs LII
-32.7%
+128.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.7% |
| 7D | -2.7% | +2.1% | -4.8% | -2.6% |
| 30D | -1.4% | -12.4% | +11.1% | -1.8% |
| 3M | +10.1% | -24.8% | +34.9% | +9.2% |
| 6M | +88.2% | -25.2% | +113.4% | +86.4% |
| YTD | +98.3% | -20.3% | +118.6% | +92.9% |
| 1Y | +96.0% | -32.9% | +128.9% | +98.9% |
| All | +96.0% | -32.7% | +128.7% | +98.9% |
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