-8.6%
LII vs FDS
-23.2%
+14.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -4.6% | +20.2% | -24.8% | -7.1% |
| 3M | -21.2% | +19.9% | -41.1% | -23.4% |
| 6M | -36.4% | +56.2% | -92.6% | -41.0% |
| YTD | -28.9% | +14.6% | -43.5% | -28.3% |
| 1Y | -29.5% | +31.6% | -61.1% | -32.7% |
| 3Y | -8.6% | -23.8% | +15.3% | +3.3% |
| All | -8.6% | -23.2% | +14.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling