+23.1%
LII vs FWONK
+95.7%
-72.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -3.5% | -1.5% | -1.9% | -3.0% |
| 30D | -13.5% | -6.8% | -6.7% | -11.5% |
| 3M | -26.0% | +7.7% | -33.7% | -28.1% |
| 6M | -26.8% | +11.0% | -37.8% | -29.8% |
| YTD | -22.9% | -3.1% | -19.7% | -22.6% |
| 1Y | -32.6% | -3.5% | -29.1% | -32.4% |
| 3Y | -1.3% | +44.6% | -45.9% | -15.3% |
| 5Y | +23.1% | +98.3% | -75.2% | -8.2% |
| All | +23.1% | +95.7% | -72.6% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling