+27.6%
LII vs FND
-60.2%
+87.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.5% |
| 7D | -0.7% | -5.2% | +4.5% | +1.3% |
| 30D | -12.6% | -19.9% | +7.3% | -4.9% |
| 3M | -24.4% | +2.7% | -27.2% | -25.7% |
| 6M | -28.7% | -21.7% | -7.0% | -22.8% |
| YTD | -19.1% | -17.5% | -1.6% | -14.6% |
| 1Y | -29.7% | -39.3% | +9.6% | -16.9% |
| 3Y | +4.8% | -49.8% | +54.5% | +27.6% |
| All | +27.6% | -60.2% | +87.8% | +50.1% |
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