+254.1%
FLR vs ALC
-15.6%
+269.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | +0.7% | -3.7% | +4.3% | +1.9% |
| 30D | -0.7% | -3.7% | +3.1% | +0.4% |
| 3M | +14.3% | +4.6% | +9.8% | +12.2% |
| 6M | +25.6% | -14.6% | +40.2% | +31.5% |
| YTD | +42.9% | -11.9% | +54.7% | +48.0% |
| 1Y | +38.7% | -13.1% | +51.9% | +44.1% |
| 3Y | +61.8% | -15.0% | +76.8% | +66.1% |
| 5Y | +254.1% | -16.2% | +270.3% | +248.1% |
| All | +254.1% | -15.6% | +269.7% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling