-26.2%
LII vs FIVE
+63.3%
-89.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.7% | -3.1% | +2.6% |
| 7D | +7.9% | +7.5% | +0.4% | +6.7% |
| 30D | -0.6% | +16.7% | -17.3% | -2.8% |
| 3M | -19.3% | +13.4% | -32.7% | -21.0% |
| 6M | -29.8% | +9.0% | -38.9% | -30.6% |
| YTD | -25.4% | +33.8% | -59.2% | -31.8% |
| 1Y | -26.2% | +61.2% | -87.4% | -38.3% |
| All | -26.2% | +63.3% | -89.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling