-71.6%
FLNC vs LTH
+130.6%
-202.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -4.1% | -4.0% | -0.1% | -2.0% |
| 30D | -24.8% | -5.3% | -19.5% | -22.8% |
| 3M | -59.1% | +19.0% | -78.1% | -63.1% |
| 6M | -42.0% | +55.8% | -97.7% | -56.3% |
| YTD | -49.8% | +56.1% | -105.9% | -62.1% |
| 1Y | +43.1% | +41.3% | +1.8% | +13.7% |
| 3Y | -61.0% | +156.6% | -217.6% | -80.3% |
| All | -71.6% | +130.6% | -202.2% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling