-26.8%
FLUT vs LII
+169.1%
-195.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | +9.3% | +0.9% | +8.3% | +8.8% |
| 3M | -17.5% | -15.5% | -2.0% | -14.8% |
| 6M | -14.6% | -30.2% | +15.6% | -9.5% |
| YTD | -62.3% | -26.8% | -35.4% | -60.9% |
| 1Y | -59.6% | -25.3% | -34.4% | -58.4% |
| 3Y | -45.3% | -7.8% | -37.5% | -46.3% |
| 5Y | -50.4% | +17.0% | -67.4% | -54.8% |
| All | -26.8% | +169.1% | -195.9% | -35.9% |
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 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