+400.6%
LII vs FWONK
+274.4%
+126.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +2.1% | -2.1% | +4.2% | +2.7% |
| 30D | -12.4% | -7.7% | -4.7% | -10.6% |
| 3M | -24.8% | +9.3% | -34.1% | -26.7% |
| 6M | -25.2% | +13.3% | -38.5% | -28.0% |
| YTD | -20.3% | -3.6% | -16.6% | -20.0% |
| 1Y | -32.9% | -6.8% | -26.2% | -32.2% |
| 3Y | +2.0% | +43.9% | -41.8% | -9.0% |
| 5Y | +24.4% | +94.4% | -70.0% | +2.1% |
| 10Y | +167.2% | +353.8% | -186.6% | +71.6% |
| All | +400.6% | +274.4% | +126.2% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling