-47.6%
FLUT vs LII
+20.3%
-67.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | +4.5% | -2.3% | +6.8% | +5.1% |
| 30D | +9.2% | -1.7% | +10.9% | +9.4% |
| 3M | -13.7% | -18.3% | +4.6% | -9.4% |
| 6M | -9.0% | -32.3% | +23.3% | -1.3% |
| YTD | -60.2% | -27.1% | -33.1% | -58.6% |
| 1Y | -63.1% | -27.2% | -35.9% | -61.6% |
| 3Y | -42.5% | -8.9% | -33.5% | -45.9% |
| 5Y | -47.6% | +19.7% | -67.2% | -58.1% |
| All | -47.6% | +20.3% | -67.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling