-52.0%
FLUT vs LII
-8.7%
-43.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +7.7% | -4.6% | +12.3% | +8.5% |
| 3M | -12.2% | -21.2% | +9.1% | -8.0% |
| 6M | -17.6% | -36.4% | +18.9% | -10.8% |
| YTD | -62.0% | -28.9% | -33.1% | -60.9% |
| 1Y | -62.3% | -29.5% | -32.7% | -61.1% |
| 3Y | -52.0% | -8.6% | -43.4% | -57.3% |
| All | -52.0% | -8.7% | -43.2% | -57.3% |
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