-94.1%
FLL vs SPY
+67.4%
-161.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.3% | -14.2% | -14.3% |
| 7D | -25.3% | -2.7% | -22.6% | -22.1% |
| 30D | -50.8% | -5.4% | -45.4% | -46.7% |
| 3M | -71.7% | -4.1% | -67.6% | -69.8% |
| 6M | -75.4% | +0.7% | -76.1% | -75.6% |
| YTD | -76.2% | +8.7% | -84.9% | -78.9% |
| 1Y | -76.3% | +10.9% | -87.2% | -79.6% |
| 3Y | -83.5% | +75.0% | -158.5% | -92.9% |
| All | -94.1% | +67.4% | -161.5% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling