-26.3%
FLUT vs LSCC
+1,244.7%
-1,271.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.7% | -2.5% |
| 7D | -1.1% | +13.0% | -14.0% | -2.9% |
| 30D | +7.7% | -19.8% | +27.5% | +10.3% |
| 3M | -12.2% | -18.4% | +6.2% | -10.6% |
| 6M | -17.6% | -16.1% | -1.5% | -17.7% |
| YTD | -62.0% | +42.7% | -104.7% | -65.6% |
| 1Y | -62.3% | +68.0% | -130.3% | -66.7% |
| 3Y | -52.0% | +85.8% | -137.8% | -59.8% |
| 5Y | -51.8% | +28.0% | -79.8% | -59.6% |
| All | -26.3% | +1,244.7% | -1,271.0% | -38.6% |
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