+2,054.3%
FLUT vs LH
+1,957.8%
+96.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -1.6% | -2.5% | +0.8% | -1.4% |
| 30D | +7.7% | +4.3% | +3.4% | +7.3% |
| 3M | -0.7% | +25.5% | -26.2% | -3.0% |
| 6M | -11.2% | +17.0% | -28.1% | -12.6% |
| YTD | -53.4% | +31.3% | -84.7% | -54.8% |
| 1Y | -65.8% | +20.0% | -85.7% | -66.5% |
| 3Y | -44.9% | +63.9% | -108.8% | -47.7% |
| 5Y | -49.7% | +30.9% | -80.5% | -51.9% |
| 10Y | -9.7% | +191.4% | -201.1% | -17.3% |
| All | +2,054.3% | +1,957.8% | +96.5% | +1,683.3% |
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 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