-44.5%
FLUT vs LII
-8.4%
-36.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.2% |
| 6M | -18.5% | -32.8% | +14.4% | -13.0% |
| YTD | -61.6% | -27.7% | -33.9% | -60.7% |
| 1Y | -64.1% | -28.1% | -36.0% | -63.2% |
| 3Y | -44.5% | -9.7% | -34.8% | -48.7% |
| All | -44.5% | -8.4% | -36.1% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling