-26.1%
FLUT vs LSCC
+1,398.6%
-1,424.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | -0.8% |
| 7D | -6.5% | +19.3% | -25.8% | -8.9% |
| 30D | +2.8% | -9.6% | +12.4% | +3.6% |
| 3M | -13.5% | -12.4% | -1.0% | -12.8% |
| 6M | -19.0% | -10.5% | -8.5% | -19.8% |
| YTD | -61.9% | +54.8% | -116.7% | -65.8% |
| 1Y | -63.2% | +79.4% | -142.6% | -67.9% |
| 3Y | -46.0% | +109.6% | -155.6% | -55.6% |
| 5Y | -51.8% | +40.4% | -92.1% | -60.1% |
| 10Y | -26.1% | +1,379.1% | -1,405.1% | -39.6% |
| All | -26.1% | +1,398.6% | -1,424.6% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling