-65.0%
FLUT vs LTH
+46.4%
-111.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.8% |
| 7D | +3.8% | +1.5% | +2.3% | +3.6% |
| 30D | +6.3% | -3.1% | +9.3% | +6.6% |
| 3M | -4.0% | +28.1% | -32.2% | -6.6% |
| 6M | -10.3% | +67.4% | -77.7% | -19.5% |
| YTD | -53.2% | +59.8% | -113.0% | -56.9% |
| 1Y | -65.0% | +45.6% | -110.6% | -64.9% |
| All | -65.0% | +46.4% | -111.5% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling