+2,842.5%
LII vs IFF
+237.3%
+2,605.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.4% |
| 7D | -0.2% | -6.9% | +6.7% | +2.8% |
| 30D | -0.6% | -8.9% | +8.3% | +3.3% |
| 3M | -17.0% | -3.7% | -13.3% | -15.8% |
| 6M | -31.1% | +3.5% | -34.6% | -32.7% |
| YTD | -27.7% | +21.2% | -48.8% | -34.5% |
| 1Y | -26.2% | +25.6% | -51.8% | -34.2% |
| 3Y | -9.6% | +19.7% | -29.4% | -19.2% |
| 5Y | +15.7% | -39.8% | +55.5% | +33.7% |
| 10Y | +166.9% | -13.2% | +180.1% | +144.2% |
| All | +2,842.5% | +237.3% | +2,605.2% | +1,424.9% |
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