+167.2%
LII vs USFR
+28.1%
+139.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -12.4% | +0.3% | -12.7% | -12.7% |
| 3M | -24.8% | +1.0% | -25.8% | -25.5% |
| 6M | -25.2% | +1.9% | -27.1% | -26.6% |
| YTD | -20.3% | +2.7% | -22.9% | -22.3% |
| 1Y | -32.9% | +4.0% | -37.0% | -35.6% |
| 3Y | +2.0% | +14.0% | -12.0% | -10.2% |
| 5Y | +24.4% | +20.4% | +4.0% | +4.6% |
| 10Y | +167.2% | +28.1% | +139.2% | +121.7% |
| All | +167.2% | +28.1% | +139.2% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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