-50.7%
FLUT vs LTH
+156.3%
-207.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.0% |
| 7D | +3.8% | +1.5% | +2.3% | +3.5% |
| 30D | +6.3% | -3.1% | +9.3% | +7.0% |
| 3M | -4.0% | +28.1% | -32.2% | -9.4% |
| 6M | -10.3% | +67.4% | -77.7% | -21.5% |
| YTD | -53.2% | +59.8% | -113.0% | -58.6% |
| 1Y | -65.0% | +45.6% | -110.6% | -68.4% |
| 3Y | -43.9% | +162.0% | -205.9% | -56.4% |
| All | -50.7% | +156.3% | -207.0% | -64.0% |
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