+30.2%
LII vs FGI
-70.3%
+100.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.2% | -11.6% | +11.8% | +0.3% |
| 30D | -4.6% | -3.3% | -1.3% | -4.6% |
| 3M | -21.7% | +65.6% | -87.2% | -22.4% |
| 6M | -32.8% | -2.8% | -30.0% | -33.2% |
| YTD | -27.5% | +30.1% | -57.6% | -28.5% |
| 1Y | -28.0% | +50.2% | -78.1% | -29.1% |
| 3Y | -7.2% | -0.4% | -6.8% | -8.2% |
| All | +30.2% | -70.3% | +100.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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