+18.8%
LII vs USFR
+21.4%
-2.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +0.9% | +0.4% | +0.6% | +0.6% |
| 3M | -15.5% | +1.1% | -16.6% | -16.4% |
| 6M | -30.2% | +2.0% | -32.2% | -31.8% |
| YTD | -26.8% | +3.5% | -30.3% | -30.1% |
| 1Y | -25.3% | +4.1% | -29.4% | -29.3% |
| 3Y | -7.8% | +14.4% | -22.1% | -19.1% |
| All | +18.8% | +21.4% | -2.5% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling