-78.4%
FLL vs SPY
+11.8%
-90.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.0% |
| 7D | -22.2% | +3.3% | -25.5% | -25.3% |
| 30D | -50.0% | -2.7% | -47.3% | -48.6% |
| 3M | -75.4% | -1.7% | -73.7% | -75.0% |
| 6M | -80.2% | +3.1% | -83.3% | -80.6% |
| YTD | -78.5% | +11.9% | -90.4% | -81.1% |
| 1Y | -78.4% | +12.0% | -90.4% | -80.9% |
| All | -78.4% | +11.8% | -90.1% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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