-25.6%
FLUT vs LII
+166.2%
-191.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +3.4% | -2.4% | +5.8% | +3.7% |
| 3M | -12.5% | -17.5% | +5.0% | -9.3% |
| 6M | -18.5% | -32.8% | +14.4% | -12.9% |
| YTD | -61.6% | -27.7% | -33.9% | -60.1% |
| 1Y | -64.1% | -28.1% | -36.0% | -62.7% |
| 3Y | -44.5% | -9.7% | -34.8% | -45.3% |
| 5Y | -51.3% | +19.5% | -70.8% | -55.6% |
| 10Y | -25.6% | +170.6% | -196.2% | -35.5% |
| All | -25.6% | +166.2% | -191.8% | -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