-68.4%
FLNC vs LTH
+84.0%
-152.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +6.3% | +3.9% | +9.4% |
| 7D | -2.1% | +9.9% | -12.0% | -3.0% |
| 30D | -20.8% | +18.3% | -39.1% | -21.9% |
| 3M | -61.3% | +5.9% | -67.3% | -61.8% |
| 6M | -50.9% | +80.3% | -131.2% | -58.9% |
| YTD | -69.4% | +78.3% | -147.7% | -73.7% |
| 1Y | -68.4% | +81.0% | -149.4% | -73.1% |
| All | -68.4% | +84.0% | -152.4% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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