+7,050.4%
FTNT vs LII
+973.1%
+6,077.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.2% |
| 7D | -12.7% | -0.6% | -12.1% | -12.5% |
| 30D | -37.2% | -4.6% | -32.6% | -36.6% |
| 3M | -25.8% | -21.2% | -4.6% | -19.3% |
| 6M | +32.1% | -36.4% | +68.6% | +52.8% |
| YTD | +49.7% | -28.9% | +78.6% | +61.6% |
| 1Y | +47.6% | -29.5% | +77.1% | +59.7% |
| 3Y | +137.2% | -8.6% | +145.8% | +115.7% |
| 5Y | +74.2% | +20.2% | +53.9% | +35.2% |
| 10Y | +1,824.2% | +166.2% | +1,658.0% | +863.8% |
| All | +7,050.4% | +973.1% | +6,077.3% | +1,533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling