-8.6%
LII vs FLR
+27.4%
-36.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | -4.6% | -9.1% | +4.5% | -2.8% |
| 3M | -21.2% | -4.7% | -16.6% | -21.0% |
| 6M | -36.4% | -14.2% | -22.2% | -35.0% |
| YTD | -28.9% | +17.3% | -46.2% | -32.2% |
| 1Y | -29.5% | +4.3% | -33.8% | -31.3% |
| 3Y | -8.6% | +30.7% | -39.3% | -23.9% |
| All | -8.6% | +27.4% | -36.0% | -23.9% |
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