-59.8%
FLUT vs LTH
+183.0%
-242.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -6.5% | +7.0% | -13.5% | -7.9% |
| 30D | +2.8% | +15.4% | -12.7% | -0.7% |
| 3M | -13.5% | +7.0% | -20.5% | -15.1% |
| 6M | -19.0% | +46.9% | -65.8% | -26.3% |
| YTD | -61.9% | +76.4% | -138.3% | -67.1% |
| 1Y | -63.2% | +83.7% | -147.0% | -68.6% |
| 3Y | -46.0% | +248.9% | -294.9% | -60.4% |
| 5Y | -51.8% | +141.8% | -193.6% | -65.8% |
| All | -59.8% | +183.0% | -242.8% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling