+784.7%
LII vs FIVE
+826.1%
-41.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.4% | -2.0% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | -4.6% | +14.9% | -19.5% | -7.3% |
| 3M | -21.7% | +7.6% | -29.3% | -23.1% |
| 6M | -32.8% | +6.4% | -39.2% | -34.3% |
| YTD | -27.5% | +28.1% | -55.6% | -31.9% |
| 1Y | -28.0% | +54.7% | -82.7% | -35.0% |
| 3Y | -7.2% | +36.1% | -43.3% | -18.6% |
| 5Y | +22.6% | +14.9% | +7.7% | +8.4% |
| 10Y | +171.5% | +578.8% | -407.3% | +76.9% |
| All | +784.7% | +826.1% | -41.5% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling