+41.5%
FLR vs ALC
+17.1%
+24.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.2% |
| 7D | -6.9% | -7.7% | +0.8% | -3.6% |
| 30D | +1.1% | -11.7% | +12.8% | +6.6% |
| 3M | +14.3% | +0.7% | +13.7% | +13.3% |
| 6M | +19.1% | -17.1% | +36.2% | +27.8% |
| YTD | +35.1% | -15.1% | +50.3% | +43.6% |
| 1Y | +29.5% | -14.1% | +43.6% | +36.3% |
| 3Y | +53.0% | -18.2% | +71.2% | +59.9% |
| 5Y | +238.9% | -19.2% | +258.1% | +247.7% |
| All | +41.5% | +17.1% | +24.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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