-51.0%
FLUT vs LTH
+142.9%
-193.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -1.1% | +4.5% | -5.6% | -2.2% |
| 30D | +7.7% | +16.3% | -8.6% | +3.8% |
| 3M | -12.2% | +8.4% | -20.5% | -14.1% |
| 6M | -17.6% | +40.3% | -57.8% | -24.4% |
| YTD | -62.0% | +77.3% | -139.3% | -67.4% |
| 1Y | -62.3% | +88.0% | -150.2% | -68.1% |
| 3Y | -52.0% | +274.3% | -326.2% | -65.7% |
| All | -51.0% | +142.9% | -193.9% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling