-1.7%
LII vs FWONK
+46.4%
-48.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.4% | -2.9% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | -11.2% | -5.8% | -5.4% | -9.9% |
| 3M | -28.8% | +10.0% | -38.8% | -30.8% |
| 6M | -26.9% | +14.7% | -41.6% | -29.9% |
| YTD | -22.2% | -1.7% | -20.5% | -22.3% |
| 1Y | -32.0% | -4.6% | -27.3% | -31.5% |
| All | -1.7% | +46.4% | -48.1% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling