-45.3%
FLUT vs LTH
+241.8%
-287.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | +9.3% | +15.7% | -6.4% | +5.3% |
| 3M | -17.5% | +5.0% | -22.5% | -18.7% |
| 6M | -14.6% | +37.7% | -52.3% | -21.6% |
| YTD | -62.3% | +75.0% | -137.3% | -68.0% |
| 1Y | -59.6% | +82.6% | -142.3% | -66.3% |
| 3Y | -45.3% | +241.3% | -286.6% | -60.5% |
| All | -45.3% | +241.8% | -287.1% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling