+19.5%
LII vs FDS
-22.8%
+42.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.4% | -2.0% | +2.4% | +1.0% |
| 30D | -2.4% | +13.5% | -15.9% | -6.1% |
| 3M | -17.5% | +15.2% | -32.7% | -21.3% |
| 6M | -32.8% | +47.0% | -79.9% | -41.9% |
| YTD | -27.7% | +13.9% | -41.6% | -30.5% |
| 1Y | -28.1% | +25.2% | -53.2% | -34.7% |
| 3Y | -9.7% | -25.3% | +15.7% | +6.9% |
| 5Y | +19.5% | -23.3% | +42.8% | +37.0% |
| All | +19.5% | -22.8% | +42.3% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling