+640.4%
FLEX vs LII
+170.7%
+469.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +10.8% |
| 7D | -7.2% | -1.2% | -6.0% | -6.7% |
| 30D | -34.8% | -2.0% | -32.8% | -35.2% |
| 3M | -35.6% | -20.2% | -15.4% | -28.2% |
| 6M | -45.0% | -32.5% | -12.5% | -33.3% |
| YTD | +29.4% | -27.4% | +56.7% | +49.3% |
| 1Y | +24.8% | -28.2% | +53.0% | +44.7% |
| 3Y | +304.4% | -7.2% | +311.6% | +282.4% |
| 5Y | +484.1% | +19.9% | +464.2% | +355.5% |
| 10Y | +640.4% | +168.6% | +471.8% | +273.1% |
| All | +640.4% | +170.7% | +469.7% | +273.1% |
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