+2,054.3%
FLUT vs LSCC
+1,844.6%
+209.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.3% |
| 7D | -1.6% | +1.3% | -3.0% | -1.7% |
| 30D | +7.7% | -9.7% | +17.4% | +8.5% |
| 3M | -0.7% | -23.7% | +23.0% | +0.7% |
| 6M | -11.2% | +26.5% | -37.6% | -13.7% |
| YTD | -53.4% | +57.5% | -111.0% | -55.7% |
| 1Y | -65.8% | +75.7% | -141.4% | -67.7% |
| 3Y | -44.9% | +19.5% | -64.4% | -47.8% |
| 5Y | -49.7% | +83.8% | -133.5% | -54.0% |
| 10Y | -9.7% | +1,772.4% | -1,782.1% | -23.4% |
| All | +2,054.3% | +1,844.6% | +209.6% | +1,646.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling