-70.4%
FLNC vs LII
+38.4%
-108.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.6% |
| 7D | -4.9% | -0.7% | -4.1% | -4.5% |
| 30D | -27.3% | -12.6% | -14.7% | -19.6% |
| 3M | -61.9% | -24.4% | -37.4% | -54.3% |
| 6M | -34.5% | -28.7% | -5.8% | -19.5% |
| YTD | -47.7% | -19.1% | -28.5% | -42.2% |
| 1Y | +53.3% | -29.7% | +83.0% | +91.0% |
| 3Y | -62.4% | +4.8% | -67.2% | -70.0% |
| All | -70.4% | +38.4% | -108.8% | -82.0% |
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