+162.9%
LII vs FTV
+109.0%
+53.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | +3.7% | -3.9% | -2.4% |
| 30D | -0.6% | +16.8% | -17.4% | -9.8% |
| 3M | -17.0% | +10.4% | -27.4% | -22.1% |
| 6M | -31.1% | +12.8% | -44.0% | -35.6% |
| YTD | -27.7% | +23.3% | -51.0% | -36.4% |
| 1Y | -26.2% | +31.0% | -57.1% | -37.3% |
| 3Y | -9.6% | +38.6% | -48.2% | -26.4% |
| 5Y | +15.7% | +17.6% | -1.9% | +2.2% |
| All | +162.9% | +109.0% | +53.9% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling