-50.6%
FLUT vs LH
+28.2%
-78.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -2.6% | -3.2% | +0.6% | -1.5% |
| 30D | +5.4% | +0.1% | +5.2% | +5.4% |
| 3M | -10.8% | +18.6% | -29.4% | -16.1% |
| 6M | -9.2% | +17.9% | -27.1% | -14.5% |
| YTD | -53.8% | +28.9% | -82.7% | -58.1% |
| 1Y | -66.0% | +16.6% | -82.6% | -68.1% |
| 3Y | -44.7% | +63.6% | -108.2% | -55.1% |
| 5Y | -50.6% | +30.0% | -80.6% | -57.5% |
| All | -50.6% | +28.2% | -78.8% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling