+168.9%
LII vs FDS
+132.8%
+36.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | -2.3% | -2.1% | -0.2% | -1.5% |
| 30D | -1.7% | +16.0% | -17.7% | -6.9% |
| 3M | -18.3% | +18.8% | -37.1% | -23.8% |
| 6M | -32.3% | +54.1% | -86.4% | -44.1% |
| YTD | -27.1% | +17.0% | -44.1% | -33.3% |
| 1Y | -27.2% | +25.5% | -52.7% | -35.9% |
| 3Y | -8.9% | -23.3% | +14.4% | -0.3% |
| 5Y | +19.7% | -22.6% | +42.3% | +29.3% |
| 10Y | +168.9% | +130.2% | +38.7% | +74.1% |
| All | +168.9% | +132.8% | +36.1% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling