+27.6%
LII vs FDS
-17.4%
+45.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | -12.6% | +9.0% | -21.6% | -15.0% |
| 3M | -24.4% | +18.9% | -43.3% | -28.8% |
| 6M | -28.7% | +35.1% | -63.8% | -37.0% |
| YTD | -19.1% | +5.5% | -24.6% | -20.3% |
| 1Y | -29.7% | -16.8% | -12.9% | -21.9% |
| 3Y | +4.8% | -28.1% | +32.8% | +23.4% |
| All | +27.6% | -17.4% | +45.0% | +48.1% |
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 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