-44.5%
FLUT vs LH
+86.6%
-131.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.5% | +4.8% | -6.3% | -2.9% |
| 30D | +3.4% | +18.8% | -15.4% | -2.2% |
| 3M | -12.5% | +15.7% | -28.1% | -16.5% |
| 6M | -18.5% | +46.7% | -65.1% | -28.1% |
| YTD | -61.6% | +48.9% | -110.6% | -66.6% |
| 1Y | -64.1% | +43.5% | -107.6% | -68.3% |
| 3Y | -44.5% | +86.9% | -131.4% | -55.3% |
| All | -44.5% | +86.6% | -131.1% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling