+1,658.1%
FLUT vs LII
+3,513.7%
-1,855.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.3% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +7.7% | -4.6% | +12.3% | +8.2% |
| 3M | -12.2% | -21.2% | +9.1% | -9.9% |
| 6M | -17.6% | -36.4% | +18.9% | -13.9% |
| YTD | -62.0% | -28.9% | -33.1% | -61.0% |
| 1Y | -62.3% | -29.5% | -32.7% | -61.2% |
| 3Y | -52.0% | -8.6% | -43.4% | -52.0% |
| 5Y | -51.8% | +20.2% | -72.0% | -53.4% |
| 10Y | -26.3% | +166.2% | -192.5% | -32.9% |
| All | +1,658.1% | +3,513.7% | -1,855.6% | +1,275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling