-68.4%
FLNC vs LH
+44.2%
-112.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.9% | +6.3% | +10.6% |
| 7D | -2.1% | +2.1% | -4.2% | -2.0% |
| 30D | -20.8% | +19.2% | -39.9% | -17.2% |
| 3M | -61.3% | +18.0% | -79.3% | -59.5% |
| 6M | -50.9% | +46.1% | -96.9% | -42.2% |
| YTD | -69.4% | +47.7% | -117.1% | -64.2% |
| 1Y | -68.4% | +47.2% | -115.6% | -63.9% |
| All | -68.4% | +44.2% | -112.6% | -63.9% |
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