-43.9%
FLUT vs LEN
-25.9%
-18.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.5% |
| 7D | +3.8% | -2.9% | +6.7% | +4.5% |
| 30D | +6.3% | -8.9% | +15.1% | +8.7% |
| 3M | -4.0% | -10.9% | +6.9% | -1.7% |
| 6M | -10.3% | -19.7% | +9.4% | -6.1% |
| YTD | -53.2% | -20.6% | -32.6% | -51.3% |
| 1Y | -65.0% | -42.4% | -22.6% | -60.6% |
| 3Y | -43.9% | -26.5% | -17.4% | -49.6% |
| All | -43.9% | -25.9% | -18.0% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling