+702.7%
FLEX vs LII
+2,790.7%
-2,087.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.2% |
| 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% | -39.0% |
| 6M | -30.8% | -32.8% | +2.0% | -16.9% |
| YTD | +10.4% | -27.5% | +38.0% | +26.2% |
| 1Y | +2.3% | -28.0% | +30.2% | +17.1% |
| 3Y | +238.9% | -7.2% | +246.1% | +229.4% |
| 5Y | +386.0% | +22.6% | +363.4% | +297.2% |
| 10Y | +551.1% | +171.5% | +379.6% | +249.4% |
| All | +702.7% | +2,790.7% | -2,087.9% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling