+7.3%
LII vs FTV
-3.2%
+10.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.8% |
| 7D | -0.7% | -4.5% | +3.8% | +2.5% |
| 30D | -12.6% | -7.1% | -5.5% | -8.0% |
| 3M | -24.4% | -7.2% | -17.3% | -19.5% |
| 6M | -28.7% | -1.5% | -27.2% | -27.0% |
| YTD | -19.1% | +3.5% | -22.6% | -20.6% |
| 1Y | -29.7% | +20.3% | -50.0% | -37.8% |
| All | +7.3% | -3.2% | +10.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling