+162.9%
LII vs FIVN
+92.2%
+70.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | -17.4% | +17.2% | +2.0% |
| 30D | -0.6% | -20.4% | +19.8% | +1.9% |
| 3M | -17.0% | -9.6% | -7.3% | -16.6% |
| 6M | -31.1% | +34.7% | -65.8% | -34.9% |
| YTD | -27.7% | +40.6% | -68.3% | -33.1% |
| 1Y | -26.2% | +34.3% | -60.5% | -31.3% |
| 3Y | -9.6% | -55.5% | +45.8% | -4.9% |
| 5Y | +15.7% | -82.5% | +98.1% | +29.7% |
| All | +162.9% | +92.2% | +70.8% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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