-63.2%
FLUT vs LH
+44.2%
-107.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -3.2% |
| 7D | +4.2% | +2.1% | +2.1% | +3.5% |
| 30D | +8.0% | +19.2% | -11.2% | +2.6% |
| 3M | -22.1% | +18.0% | -40.1% | -25.6% |
| 6M | -21.7% | +46.1% | -67.8% | -30.1% |
| YTD | -62.0% | +47.7% | -109.7% | -67.2% |
| 1Y | -63.2% | +47.2% | -110.4% | -68.4% |
| All | -63.2% | +44.2% | -107.4% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling