+1,685.4%
FLUT vs LII
+3,585.8%
-1,900.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.3% | +1.8% |
| 7D | +4.8% | +0.2% | +4.6% | +4.7% |
| 30D | +8.8% | -4.6% | +13.4% | +9.3% |
| 3M | -10.7% | -21.7% | +11.0% | -8.4% |
| 6M | -19.7% | -32.8% | +13.1% | -16.7% |
| YTD | -61.4% | -27.5% | -33.9% | -60.5% |
| 1Y | -61.6% | -28.0% | -33.7% | -60.7% |
| 3Y | -51.4% | -7.2% | -44.2% | -51.5% |
| 5Y | -51.0% | +22.6% | -73.6% | -52.8% |
| 10Y | -25.2% | +171.5% | -196.7% | -32.0% |
| All | +1,685.4% | +3,585.8% | -1,900.3% | +1,293.5% |
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