+163.0%
LII vs IFF
-20.3%
+183.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -6.3% | -3.2% | -3.1% | -5.1% |
| 30D | -13.0% | -0.3% | -12.7% | -13.0% |
| 3M | -29.0% | +8.4% | -37.5% | -31.4% |
| 6M | -27.7% | +23.0% | -50.7% | -33.9% |
| YTD | -24.2% | +25.5% | -49.7% | -31.2% |
| 1Y | -34.8% | +29.1% | -63.9% | -41.6% |
| 3Y | -4.2% | +31.7% | -35.9% | -15.8% |
| 5Y | +20.9% | -35.2% | +56.1% | +33.6% |
| All | +163.0% | -20.3% | +183.2% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling