-72.3%
FLNC vs LTH
+130.4%
-202.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | -5.0% | -3.7% | -1.3% | -3.1% |
| 30D | -26.1% | -5.3% | -20.8% | -24.2% |
| 3M | -55.2% | +24.2% | -79.4% | -60.4% |
| 6M | -42.6% | +54.8% | -97.4% | -56.7% |
| YTD | -51.0% | +56.1% | -107.1% | -63.0% |
| 1Y | +43.3% | +45.5% | -2.2% | +12.0% |
| 3Y | -63.4% | +155.9% | -219.3% | -81.5% |
| All | -72.3% | +130.4% | -202.8% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling