+159.0%
LII vs FND
+66.0%
+92.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.6% |
| 7D | -0.7% | -5.2% | +4.5% | +0.8% |
| 30D | -12.6% | -19.9% | +7.3% | -6.7% |
| 3M | -24.4% | +2.7% | -27.2% | -25.3% |
| 6M | -28.7% | -21.7% | -7.0% | -24.2% |
| YTD | -19.1% | -17.5% | -1.6% | -15.5% |
| 1Y | -29.7% | -39.3% | +9.6% | -20.1% |
| 3Y | +4.8% | -49.8% | +54.5% | +22.4% |
| 5Y | +24.6% | -60.1% | +84.6% | +46.8% |
| All | +159.0% | +66.0% | +92.9% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling