-80.8%
FLL vs SPY
+74.5%
-155.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.4% | -4.5% | -3.2% |
| 7D | -10.0% | -4.7% | -5.3% | -4.0% |
| 30D | -47.1% | -5.9% | -41.1% | -42.6% |
| 3M | -67.6% | -4.5% | -63.0% | -65.4% |
| 6M | -71.3% | +1.8% | -73.1% | -71.8% |
| YTD | -72.4% | +8.3% | -80.7% | -75.0% |
| 1Y | -69.9% | +9.3% | -79.2% | -73.1% |
| All | -80.8% | +74.5% | -155.3% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling