+147.4%
FTNT vs LII
+6.0%
+141.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -5.8% | -0.7% | -5.1% | -5.8% |
| 30D | -4.8% | -12.6% | +7.8% | -3.1% |
| 3M | +4.4% | -24.4% | +28.9% | +7.7% |
| 6M | +88.8% | -28.7% | +117.5% | +96.2% |
| YTD | +96.8% | -19.1% | +116.0% | +97.1% |
| 1Y | +104.5% | -29.7% | +134.2% | +112.1% |
| All | +147.4% | +6.0% | +141.5% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling