-68.5%
FLNC vs LTH
+135.9%
-204.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.4% | +7.6% |
| 7D | +6.0% | +1.5% | +4.4% | +5.0% |
| 30D | -16.3% | -3.1% | -13.3% | -15.2% |
| 3M | -54.1% | +28.1% | -82.2% | -60.2% |
| 6M | -25.3% | +67.4% | -92.7% | -46.1% |
| YTD | -44.2% | +59.8% | -104.0% | -58.4% |
| 1Y | +53.1% | +45.6% | +7.5% | +19.7% |
| 3Y | -58.3% | +162.0% | -220.3% | -79.2% |
| All | -68.5% | +135.9% | -204.4% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling