+179.2%
LH vs FLR
+19.7%
+159.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -4.7% | -3.5% | -1.2% | -4.3% |
| 30D | -3.5% | +4.2% | -7.7% | -4.0% |
| 3M | +17.7% | +8.1% | +9.6% | +16.0% |
| 6M | +15.8% | +21.5% | -5.8% | +11.7% |
| YTD | +25.1% | +36.8% | -11.7% | +18.6% |
| 1Y | +12.5% | +31.2% | -18.7% | +6.8% |
| 3Y | +59.8% | +53.9% | +5.9% | +43.8% |
| 5Y | +27.1% | +243.0% | -216.0% | -0.6% |
| All | +179.2% | +19.7% | +159.5% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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