+436.6%
LII vs USFR
+27.5%
+409.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | -24.4% | +1.0% | -25.4% | -24.8% |
| 6M | -28.7% | +1.9% | -30.6% | -29.3% |
| YTD | -19.1% | +2.6% | -21.8% | -20.1% |
| 1Y | -29.7% | +4.0% | -33.7% | -31.0% |
| 3Y | +4.8% | +14.1% | -9.3% | -1.4% |
| 5Y | +24.6% | +20.4% | +4.1% | +14.5% |
| 10Y | +169.2% | +28.0% | +141.2% | +142.4% |
| All | +436.6% | +27.5% | +409.1% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling