+1,645.8%
FLUT vs LH
+2,232.2%
-586.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | +9.3% | +16.7% | -7.5% | +7.4% |
| 3M | -17.5% | +15.1% | -32.6% | -18.8% |
| 6M | -14.6% | +46.3% | -60.9% | -18.0% |
| YTD | -62.3% | +48.8% | -111.0% | -63.9% |
| 1Y | -59.6% | +39.7% | -99.3% | -61.1% |
| 3Y | -45.3% | +87.0% | -132.3% | -48.8% |
| 5Y | -50.4% | +53.0% | -103.4% | -53.3% |
| 10Y | -26.8% | +264.3% | -291.2% | -34.2% |
| All | +1,645.8% | +2,232.2% | -586.3% | +1,325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling