-61.0%
FLNC vs LTH
+153.8%
-214.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -4.1% | -4.0% | -0.1% | -2.7% |
| 30D | -24.8% | -5.3% | -19.5% | -23.5% |
| 3M | -59.1% | +19.0% | -78.1% | -61.9% |
| 6M | -42.0% | +55.8% | -97.7% | -53.0% |
| YTD | -49.8% | +56.1% | -105.9% | -59.2% |
| 1Y | +43.1% | +41.3% | +1.8% | +21.5% |
| 3Y | -61.0% | +156.6% | -217.6% | -77.6% |
| All | -61.0% | +153.8% | -214.8% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling