+644.7%
FLEX vs LII
+166.1%
+478.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | +17.1% | -0.2% | +17.3% | +17.3% |
| 30D | -29.5% | -0.6% | -29.0% | -30.6% |
| 3M | -37.3% | -17.0% | -20.3% | -31.6% |
| 6M | -44.1% | -31.1% | -12.9% | -33.0% |
| YTD | +29.3% | -27.7% | +57.0% | +49.5% |
| 1Y | +24.2% | -26.2% | +50.3% | +41.8% |
| 3Y | +297.3% | -9.6% | +307.0% | +281.8% |
| 5Y | +446.2% | +15.7% | +430.5% | +336.0% |
| All | +644.7% | +166.1% | +478.6% | +277.9% |
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 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