-66.0%
FLUT vs LH
+16.9%
-82.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -2.6% | -3.2% | +0.6% | -1.8% |
| 30D | +5.4% | +0.1% | +5.2% | +5.5% |
| 3M | -10.8% | +18.6% | -29.4% | -14.5% |
| 6M | -9.2% | +17.9% | -27.1% | -13.6% |
| YTD | -53.8% | +28.9% | -82.7% | -57.1% |
| 1Y | -66.0% | +16.6% | -82.6% | -68.3% |
| All | -66.0% | +16.9% | -82.9% | -68.3% |
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