-29.7%
LII vs FTV
+21.5%
-51.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +2.0% |
| 7D | -0.7% | -4.6% | +3.9% | +2.8% |
| 30D | -12.6% | -7.2% | -5.4% | -7.6% |
| 3M | -24.4% | -7.3% | -17.2% | -18.6% |
| 6M | -28.7% | -1.6% | -27.1% | -26.1% |
| YTD | -19.1% | +3.3% | -22.5% | -19.8% |
| 1Y | -29.7% | +20.2% | -49.9% | -38.1% |
| All | -29.7% | +21.5% | -51.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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