-7.8%
LII vs FLR
+35.7%
-43.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +2.9% | +5.4% | -2.4% | +1.7% |
| 30D | +0.9% | +2.8% | -1.9% | 0.0% |
| 3M | -15.5% | -6.4% | -9.1% | -14.7% |
| 6M | -30.2% | +8.8% | -39.0% | -32.1% |
| YTD | -26.8% | +23.6% | -50.4% | -31.1% |
| 1Y | -25.3% | +13.8% | -39.1% | -28.5% |
| 3Y | -7.8% | +36.5% | -44.2% | -24.7% |
| All | -7.8% | +35.7% | -43.4% | -24.7% |
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