-51.3%
FLUT vs LSCC
+40.9%
-92.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.1% |
| 7D | -1.5% | +5.0% | -6.5% | -2.6% |
| 30D | +3.4% | -11.7% | +15.2% | +5.1% |
| 3M | -12.5% | -13.3% | +0.8% | -11.3% |
| 6M | -18.5% | -12.5% | -5.9% | -19.4% |
| YTD | -61.6% | +51.2% | -112.8% | -67.6% |
| 1Y | -64.1% | +65.9% | -130.0% | -70.4% |
| 3Y | -44.5% | +95.3% | -139.8% | -59.4% |
| 5Y | -51.3% | +38.6% | -89.9% | -66.3% |
| All | -51.3% | +40.9% | -92.2% | -66.3% |
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 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