+170.6%
LII vs FTV
+119.0%
+51.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -4.6% | +15.7% | -20.3% | -12.8% |
| 3M | -21.2% | +7.5% | -28.7% | -24.9% |
| 6M | -36.4% | +8.5% | -44.9% | -39.1% |
| YTD | -28.9% | +18.8% | -47.7% | -35.9% |
| 1Y | -29.5% | +28.5% | -58.1% | -39.3% |
| 3Y | -8.6% | +34.0% | -42.6% | -23.7% |
| 5Y | +20.2% | +12.6% | +7.6% | +9.2% |
| 10Y | +166.2% | +111.4% | +54.8% | +88.6% |
| All | +170.6% | +119.0% | +51.6% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling