+127.6%
LII vs FND
+69.4%
+58.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -0.6% | +7.7% | -8.3% | -2.9% |
| 30D | -4.6% | +11.9% | -16.4% | -7.8% |
| 3M | -21.2% | -14.6% | -6.7% | -17.7% |
| 6M | -36.4% | +0.5% | -36.9% | -37.1% |
| YTD | -28.9% | -15.8% | -13.1% | -26.4% |
| 1Y | -29.5% | -12.9% | -16.6% | -27.8% |
| 3Y | -8.6% | -34.2% | +25.6% | -0.7% |
| 5Y | +20.2% | -61.6% | +81.8% | +42.6% |
| All | +127.6% | +69.4% | +58.2% | +100.6% |
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 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