Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LII vs FLR✓SelectedUSD · FLRLII vs FLR performance historyLatest closeAs of+1.15%09/04
Stock and ETF performance explorer

LII vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,300.0%
FLR return
+603.8%
Excess return
+7,696.2%
Maximum drawdown
-52.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+1.2%-2.3%+3.5%+1.7%
7D-0.7%+5.4%-6.2%-2.1%
30D-12.6%+11.4%-24.0%-15.4%
3M-24.4%+11.4%-35.8%-26.9%
6M-28.7%+16.6%-45.3%-32.1%
YTD-19.1%+41.7%-60.9%-26.9%
1Y-29.7%+35.4%-65.1%-36.0%
3Y+4.8%+57.3%-52.5%-12.4%
5Y+24.6%+241.0%-216.4%-18.0%
10Y+169.2%+16.6%+152.6%+90.4%
All+8,300.0%+603.8%+7,696.2%+3,249.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling