+18.8%
LII vs FND
-63.9%
+82.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.0% |
| 7D | +2.9% | -6.8% | +9.8% | +5.7% |
| 30D | +0.9% | +8.0% | -7.1% | -2.3% |
| 3M | -15.5% | -18.9% | +3.4% | -8.8% |
| 6M | -30.2% | +4.7% | -34.9% | -32.3% |
| YTD | -26.8% | -21.6% | -5.3% | -21.5% |
| 1Y | -25.3% | -22.0% | -3.3% | -19.8% |
| 3Y | -7.8% | -40.4% | +32.7% | +5.1% |
| All | +18.8% | -63.9% | +82.7% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling