+168.6%
LII vs FLR
+17.5%
+151.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | +0.9% |
| 7D | -1.2% | +8.5% | -9.7% | -2.5% |
| 30D | -2.0% | -0.7% | -1.3% | -2.1% |
| 3M | -20.2% | -11.7% | -8.5% | -18.9% |
| 6M | -32.5% | +16.2% | -48.7% | -34.5% |
| YTD | -27.4% | +27.0% | -54.4% | -30.7% |
| 1Y | -28.2% | +10.1% | -38.2% | -30.0% |
| 3Y | -7.2% | +46.2% | -53.4% | -15.7% |
| 5Y | +19.9% | +121.4% | -101.5% | +1.2% |
| 10Y | +168.6% | +11.0% | +157.6% | +120.0% |
| All | +168.6% | +17.5% | +151.1% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling