-26.1%
FLUT vs LII
+170.7%
-196.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -6.5% | -1.2% | -5.3% | -6.3% |
| 30D | +2.8% | -2.0% | +4.7% | +3.0% |
| 3M | -13.5% | -20.2% | +6.8% | -9.7% |
| 6M | -19.0% | -32.5% | +13.6% | -13.6% |
| YTD | -61.9% | -27.4% | -34.5% | -60.4% |
| 1Y | -63.2% | -28.2% | -35.1% | -61.8% |
| 3Y | -46.0% | -7.2% | -38.8% | -47.1% |
| 5Y | -51.8% | +19.9% | -71.7% | -56.1% |
| 10Y | -26.1% | +168.6% | -194.7% | -35.5% |
| All | -26.1% | +170.7% | -196.8% | -35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling