+3,188.9%
LII vs IFF
+260.6%
+2,928.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | -12.6% | -2.0% | -10.7% | -11.9% |
| 3M | -24.4% | +18.5% | -43.0% | -30.1% |
| 6M | -28.7% | +11.7% | -40.4% | -33.0% |
| YTD | -19.1% | +29.6% | -48.7% | -28.7% |
| 1Y | -29.7% | +35.0% | -64.7% | -39.3% |
| 3Y | +4.8% | +32.3% | -27.5% | -10.4% |
| 5Y | +24.6% | -34.6% | +59.1% | +38.7% |
| 10Y | +169.2% | -20.6% | +189.8% | +157.2% |
| All | +3,188.9% | +260.6% | +2,928.2% | +1,559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling