+241.2%
FLEX vs LII
-6.9%
+248.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.4% |
| 7D | -28.3% | +0.2% | -28.5% | -28.5% |
| 30D | -45.0% | -4.6% | -40.4% | -44.6% |
| 3M | -45.2% | -21.7% | -23.6% | -39.2% |
| 6M | -30.8% | -32.8% | +2.0% | -17.2% |
| YTD | +10.4% | -27.5% | +38.0% | +26.0% |
| 1Y | +2.3% | -28.0% | +30.2% | +16.9% |
| All | +241.2% | -6.9% | +248.2% | +212.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling