+2,848.5%
LII vs FDS
+2,571.3%
+277.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +0.2% | +6.4% | -6.2% | -1.8% |
| 30D | -4.6% | +25.2% | -29.8% | -11.5% |
| 3M | -21.7% | +22.9% | -44.6% | -27.3% |
| 6M | -32.8% | +56.5% | -89.3% | -43.6% |
| YTD | -27.5% | +19.0% | -46.5% | -34.2% |
| 1Y | -28.0% | +32.7% | -60.7% | -37.3% |
| 3Y | -7.2% | -20.4% | +13.2% | -4.5% |
| 5Y | +22.6% | -19.6% | +42.2% | +25.7% |
| 10Y | +171.5% | +148.5% | +23.0% | +87.5% |
| All | +2,848.5% | +2,571.3% | +277.1% | +942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling