-11.0%
FLUT vs LEN
+103.6%
-114.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | 0.0% |
| 7D | -3.6% | -7.8% | +4.2% | -2.1% |
| 30D | -0.3% | -11.0% | +10.7% | +1.9% |
| 3M | -12.6% | -12.8% | +0.2% | -10.6% |
| 6M | -8.0% | -20.2% | +12.2% | -4.4% |
| YTD | -54.1% | -23.0% | -31.1% | -52.2% |
| 1Y | -66.1% | -41.8% | -24.3% | -62.9% |
| 3Y | -45.0% | -28.8% | -16.2% | -42.8% |
| 5Y | -51.2% | -12.6% | -38.6% | -51.7% |
| All | -11.0% | +103.6% | -114.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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