-71.1%
FLNC vs LII
+33.2%
-104.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.9% | -6.5% |
| 7D | -4.2% | +0.5% | -4.6% | -4.6% |
| 30D | -20.0% | -11.2% | -8.8% | -12.7% |
| 3M | -56.9% | -28.8% | -28.1% | -45.9% |
| 6M | -35.5% | -26.9% | -8.6% | -22.7% |
| YTD | -48.8% | -22.2% | -26.6% | -41.9% |
| 1Y | +49.3% | -32.0% | +81.2% | +89.8% |
| 3Y | -61.8% | -0.4% | -61.3% | -68.2% |
| All | -71.1% | +33.2% | -104.2% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling