+565.2%
FLEX vs LII
+162.0%
+403.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.5% | +5.6% |
| 7D | -19.3% | -0.6% | -18.7% | -19.3% |
| 30D | -41.5% | -4.6% | -36.9% | -41.1% |
| 3M | -43.1% | -21.2% | -21.9% | -36.3% |
| 6M | -48.2% | -36.4% | -11.8% | -35.1% |
| YTD | +15.5% | -28.9% | +44.4% | +34.7% |
| 1Y | +10.2% | -29.5% | +39.7% | +29.0% |
| 3Y | +256.8% | -8.6% | +265.4% | +239.5% |
| 5Y | +408.2% | +20.2% | +388.0% | +294.0% |
| All | +565.2% | +162.0% | +403.2% | +239.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling