-51.0%
FLUT vs LSCC
+26.3%
-77.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.7% | -2.8% |
| 7D | -1.1% | +13.0% | -14.0% | -3.7% |
| 30D | +7.7% | -19.8% | +27.5% | +11.4% |
| 3M | -12.2% | -18.4% | +6.2% | -10.0% |
| 6M | -17.6% | -16.1% | -1.5% | -18.0% |
| YTD | -62.0% | +42.7% | -104.7% | -67.5% |
| 1Y | -62.3% | +68.0% | -130.3% | -69.1% |
| 3Y | -52.0% | +85.8% | -137.8% | -64.5% |
| All | -51.0% | +26.3% | -77.4% | -65.6% |
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 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