-8.6%
LII vs USFR
+14.4%
-23.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -1.0% |
| 30D | -4.6% | +0.4% | -5.0% | -5.9% |
| 3M | -21.2% | +1.1% | -22.3% | -24.5% |
| 6M | -36.4% | +2.1% | -38.5% | -42.0% |
| YTD | -28.9% | +3.4% | -32.3% | -40.4% |
| 1Y | -29.5% | +4.1% | -33.6% | -43.7% |
| 3Y | -8.6% | +14.4% | -23.0% | -44.5% |
| All | -8.6% | +14.4% | -23.0% | -44.5% |
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