+137.2%
FTNT vs LII
-8.7%
+145.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.8% |
| 7D | -12.7% | -0.6% | -12.1% | -12.6% |
| 30D | -37.2% | -4.6% | -32.6% | -36.9% |
| 3M | -25.8% | -21.2% | -4.6% | -23.5% |
| 6M | +32.1% | -36.4% | +68.6% | +39.2% |
| YTD | +49.7% | -28.9% | +78.6% | +52.1% |
| 1Y | +47.6% | -29.5% | +77.1% | +50.3% |
| 3Y | +137.2% | -8.6% | +145.8% | +113.5% |
| All | +137.2% | -8.7% | +145.9% | +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 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