-29.7%
LII vs FDS
-17.4%
-12.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.3% |
| 7D | -0.7% | -1.9% | +1.2% | -0.7% |
| 30D | -12.6% | +9.0% | -21.6% | -12.8% |
| 3M | -24.4% | +18.9% | -43.3% | -24.3% |
| 6M | -28.7% | +35.1% | -63.8% | -29.1% |
| YTD | -19.1% | +5.5% | -24.6% | -16.0% |
| 1Y | -29.7% | -16.8% | -12.9% | -25.5% |
| All | -29.7% | -17.4% | -12.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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