-51.1%
FLUT vs LSCC
+82.7%
-133.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.6% |
| 7D | -1.6% | +1.3% | -3.0% | -1.9% |
| 30D | +7.7% | -9.7% | +17.4% | +9.7% |
| 3M | -0.7% | -23.7% | +23.0% | +3.3% |
| 6M | -11.2% | +26.5% | -37.6% | -19.3% |
| YTD | -53.4% | +57.5% | -111.0% | -60.4% |
| 1Y | -65.8% | +75.7% | -141.4% | -71.9% |
| 3Y | -44.9% | +19.5% | -64.4% | -53.0% |
| All | -51.1% | +82.7% | -133.8% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling