-59.6%
FLUT vs LSCC
+72.6%
-132.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | -1.2% |
| 7D | -0.7% | +7.0% | -7.7% | -0.3% |
| 30D | +9.3% | -2.3% | +11.6% | +9.7% |
| 3M | -17.5% | -12.5% | -5.0% | -17.1% |
| 6M | -14.6% | -10.6% | -4.0% | -15.3% |
| YTD | -62.3% | +52.7% | -115.0% | -66.0% |
| 1Y | -59.6% | +74.0% | -133.6% | -64.3% |
| All | -59.6% | +72.6% | -132.3% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling