+53.3%
FLNC vs LH
+20.0%
+33.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +0.7% |
| 7D | -4.9% | -2.5% | -2.4% | -6.2% |
| 30D | -27.3% | +4.3% | -31.6% | -25.4% |
| 3M | -61.9% | +25.5% | -87.4% | -55.6% |
| 6M | -34.5% | +17.0% | -51.5% | -25.2% |
| YTD | -47.7% | +31.3% | -78.9% | -37.2% |
| 1Y | +53.3% | +20.0% | +33.4% | +88.6% |
| All | +53.3% | +20.0% | +33.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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