+7.3%
LII vs FIVE
+50.0%
-42.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.3% |
| 7D | -0.7% | +4.3% | -5.0% | -1.4% |
| 30D | -12.6% | +12.5% | -25.1% | -14.4% |
| 3M | -24.4% | +31.2% | -55.7% | -28.0% |
| 6M | -28.7% | +14.4% | -43.1% | -30.8% |
| YTD | -19.1% | +33.9% | -53.0% | -23.7% |
| 1Y | -29.7% | +65.1% | -94.8% | -36.2% |
| All | +7.3% | +50.0% | -42.8% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling