-33.6%
LII vs FWONK
-3.1%
-30.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -3.5% | -1.5% | -1.9% | -3.2% |
| 30D | -13.5% | -6.8% | -6.7% | -12.3% |
| 3M | -26.0% | +7.7% | -33.7% | -27.4% |
| 6M | -26.8% | +11.0% | -37.8% | -28.8% |
| YTD | -22.9% | -3.1% | -19.7% | -23.2% |
| All | -33.6% | -3.1% | -30.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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