+25.0%
FLEX vs LII
-26.0%
+51.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.6% | -15.9% | -13.7% |
| 7D | -17.0% | +7.9% | -24.9% | -19.8% |
| 30D | -33.8% | -0.6% | -33.2% | -34.8% |
| 3M | -39.0% | -19.3% | -19.7% | -32.4% |
| 6M | -15.9% | -29.8% | +14.0% | +0.6% |
| YTD | +27.8% | -25.4% | +53.2% | +43.9% |
| 1Y | +25.0% | -26.2% | +51.2% | +40.9% |
| All | +25.0% | -26.0% | +51.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling