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  • FLEX vs LII✓SelectedUSD · LIIFLEX vs LII performance historyLatest closeAs of-13.61%11/05
Stock and ETF performance explorer

FLEX vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+702.7%
LII return
+2,790.7%
Excess return
-2,087.9%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
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