-71.6%
FLNC vs LH
+33.6%
-105.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.7% |
| 7D | -4.1% | -4.7% | +0.6% | -1.4% |
| 30D | -24.8% | -3.5% | -21.3% | -23.3% |
| 3M | -59.1% | +17.7% | -76.8% | -63.1% |
| 6M | -42.0% | +15.8% | -57.7% | -47.6% |
| YTD | -49.8% | +25.1% | -74.9% | -57.5% |
| 1Y | +43.1% | +12.5% | +30.6% | +28.8% |
| 3Y | -61.0% | +59.8% | -120.7% | -73.3% |
| All | -71.6% | +33.6% | -105.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling