-1.7%
LII vs IFF
+30.1%
-31.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | +0.5% | -3.0% | +3.5% | +1.7% |
| 30D | -11.2% | -0.9% | -10.3% | -10.9% |
| 3M | -28.8% | +11.8% | -40.6% | -32.2% |
| 6M | -26.9% | +16.5% | -43.5% | -32.3% |
| YTD | -22.2% | +26.5% | -48.7% | -30.4% |
| 1Y | -32.0% | +32.7% | -64.7% | -40.5% |
| All | -1.7% | +30.1% | -31.7% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling