-29.7%
LII vs IFF
+34.4%
-64.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.1% |
| 30D | -12.6% | -2.0% | -10.7% | -12.0% |
| 3M | -24.4% | +18.5% | -43.0% | -29.3% |
| 6M | -28.7% | +11.7% | -40.4% | -31.7% |
| YTD | -19.1% | +29.6% | -48.7% | -27.9% |
| 1Y | -29.7% | +35.0% | -64.7% | -38.1% |
| All | -29.7% | +34.4% | -64.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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