-29.7%
LII vs FND
-36.4%
+6.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.5% |
| 7D | -0.7% | -5.2% | +4.5% | +1.2% |
| 30D | -12.6% | -19.9% | +7.3% | -5.4% |
| 3M | -24.4% | +2.7% | -27.2% | -25.2% |
| 6M | -28.7% | -21.7% | -7.0% | -22.7% |
| YTD | -19.1% | -17.5% | -1.6% | -14.3% |
| 1Y | -29.7% | -39.3% | +9.6% | -17.2% |
| All | -29.7% | -36.4% | +6.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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