+2,054.3%
FLUT vs LII
+4,011.3%
-1,957.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | +7.7% | -12.6% | +20.4% | +9.3% |
| 3M | -0.7% | -24.4% | +23.7% | +1.9% |
| 6M | -11.2% | -28.7% | +17.5% | -8.5% |
| YTD | -53.4% | -19.1% | -34.3% | -52.9% |
| 1Y | -65.8% | -29.7% | -36.1% | -64.8% |
| 3Y | -44.9% | +4.8% | -49.7% | -45.8% |
| 5Y | -49.7% | +24.6% | -74.3% | -51.7% |
| 10Y | -9.7% | +169.2% | -178.9% | -18.3% |
| All | +2,054.3% | +4,011.3% | -1,957.0% | +1,562.7% |
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 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