-43.9%
FLUT vs LH
+64.5%
-108.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +3.8% | -0.8% | +4.7% | +4.1% |
| 30D | +6.3% | +2.0% | +4.3% | +5.8% |
| 3M | -4.0% | +24.3% | -28.3% | -10.0% |
| 6M | -10.3% | +21.1% | -31.3% | -15.3% |
| YTD | -53.2% | +30.4% | -83.6% | -57.0% |
| 1Y | -65.0% | +18.4% | -83.4% | -67.0% |
| 3Y | -43.9% | +65.5% | -109.4% | -50.6% |
| All | -43.9% | +64.5% | -108.4% | -50.6% |
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