+7.3%
LII vs USFR
+14.1%
-6.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.6% | +0.3% | -12.9% | -13.1% |
| 3M | -24.4% | +1.0% | -25.4% | -25.8% |
| 6M | -28.7% | +1.9% | -30.6% | -31.7% |
| YTD | -19.1% | +2.6% | -21.8% | -24.0% |
| 1Y | -29.7% | +4.0% | -33.7% | -36.5% |
| All | +7.3% | +14.1% | -6.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling