-26.2%
LII vs FLR
+2.5%
-28.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +7.9% | +1.4% | +6.5% | +7.5% |
| 30D | -0.6% | -5.9% | +5.3% | +0.9% |
| 3M | -19.3% | -7.6% | -11.7% | -18.2% |
| 6M | -29.8% | -9.3% | -20.6% | -28.9% |
| YTD | -25.4% | +20.1% | -45.5% | -30.2% |
| 1Y | -26.2% | +3.0% | -29.2% | -29.1% |
| All | -26.2% | +2.5% | -28.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling