+165.4%
LII vs FIVE
+563.4%
-398.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -4.6% | +17.7% | -22.2% | -8.0% |
| 3M | -21.2% | +4.0% | -25.2% | -22.2% |
| 6M | -36.4% | +2.6% | -39.1% | -37.5% |
| YTD | -28.9% | +27.6% | -56.5% | -33.7% |
| 1Y | -29.5% | +59.9% | -89.5% | -37.6% |
| 3Y | -8.6% | +35.8% | -44.3% | -20.7% |
| 5Y | +20.2% | +14.4% | +5.8% | +4.8% |
| All | +165.4% | +563.4% | -398.1% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling