+25.5%
LII vs IFF
-34.9%
+60.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | -12.4% | -0.3% | -12.1% | -12.3% |
| 3M | -24.8% | +18.6% | -43.4% | -29.8% |
| 6M | -25.2% | +17.4% | -42.5% | -30.5% |
| YTD | -20.3% | +28.5% | -48.7% | -28.4% |
| 1Y | -32.9% | +32.5% | -65.5% | -40.6% |
| 3Y | +2.0% | +34.1% | -32.0% | -10.8% |
| All | +25.5% | -34.9% | +60.4% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling