-43.9%
FLUT vs LII
+5.3%
-49.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +7.7% | -12.6% | +20.4% | +10.7% |
| 3M | -0.7% | -24.4% | +23.7% | +3.8% |
| 6M | -11.2% | -28.7% | +17.5% | -6.3% |
| YTD | -53.4% | -19.1% | -34.3% | -53.2% |
| 1Y | -65.8% | -29.7% | -36.1% | -64.1% |
| All | -43.9% | +5.3% | -49.2% | -48.4% |
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