+168.6%
LII vs USFR
+28.5%
+140.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -2.0% | +0.4% | -2.3% | -2.3% |
| 3M | -20.2% | +1.1% | -21.3% | -21.0% |
| 6M | -32.5% | +2.0% | -34.6% | -33.8% |
| YTD | -27.4% | +3.4% | -30.8% | -29.8% |
| 1Y | -28.2% | +4.1% | -32.3% | -31.0% |
| 3Y | -7.2% | +14.3% | -21.6% | -18.8% |
| 5Y | +19.9% | +21.3% | -1.4% | -0.4% |
| 10Y | +168.6% | +28.5% | +140.2% | +117.3% |
| All | +168.6% | +28.5% | +140.2% | +117.3% |
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