-27.8%
LII vs FTV
+31.3%
-59.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | +0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -2.0% | +17.2% | -19.1% | -12.5% |
| 3M | -20.2% | +8.9% | -29.1% | -24.9% |
| 6M | -32.5% | +11.3% | -43.8% | -36.1% |
| YTD | -27.4% | +21.9% | -49.3% | -35.9% |
| All | -27.8% | +31.3% | -59.0% | -41.4% |
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