+1,685.4%
FLUT vs LSCC
+1,544.8%
+140.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.6% | +10.0% | +2.1% |
| 7D | +4.8% | -4.8% | +9.6% | +5.0% |
| 30D | +8.8% | -27.1% | +35.9% | +11.0% |
| 3M | -10.7% | -23.6% | +12.9% | -9.4% |
| 6M | -19.7% | -19.8% | +0.1% | -19.4% |
| YTD | -61.4% | +33.2% | -94.6% | -63.0% |
| 1Y | -61.6% | +55.2% | -116.9% | -63.7% |
| 3Y | -51.4% | +70.1% | -121.5% | -55.0% |
| 5Y | -51.0% | +19.5% | -70.5% | -54.4% |
| 10Y | -25.2% | +1,164.9% | -1,190.1% | -35.6% |
| All | +1,685.4% | +1,544.8% | +140.6% | +1,359.0% |
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