+7.3%
LII vs FLR
+58.4%
-51.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | -0.7% | +5.4% | -6.2% | -2.0% |
| 30D | -12.6% | +11.4% | -24.0% | -15.2% |
| 3M | -24.4% | +11.4% | -35.8% | -26.7% |
| 6M | -28.7% | +16.6% | -45.3% | -31.9% |
| YTD | -19.1% | +41.7% | -60.9% | -26.1% |
| 1Y | -29.7% | +35.4% | -65.1% | -35.3% |
| All | +7.3% | +58.4% | -51.2% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling