-32.9%
LII vs FLR
+36.1%
-69.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +2.1% | +0.7% | +1.4% | +1.9% |
| 30D | -12.4% | -0.7% | -11.7% | -12.4% |
| 3M | -24.8% | +14.3% | -39.1% | -28.2% |
| 6M | -25.2% | +25.6% | -50.8% | -30.8% |
| YTD | -20.3% | +42.9% | -63.1% | -29.3% |
| 1Y | -32.9% | +38.7% | -71.7% | -39.3% |
| All | -32.9% | +36.1% | -69.1% | -39.3% |
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