+30.0%
LH vs FLR
+245.1%
-215.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -3.2% | -3.1% | -0.1% | -3.0% |
| 30D | +0.1% | +4.9% | -4.8% | -0.2% |
| 3M | +18.6% | +10.8% | +7.8% | +17.3% |
| 6M | +17.9% | +19.7% | -1.7% | +15.5% |
| YTD | +28.9% | +38.4% | -9.4% | +24.5% |
| 1Y | +16.6% | +34.7% | -18.1% | +12.6% |
| 3Y | +63.6% | +56.7% | +6.9% | +50.5% |
| 5Y | +30.0% | +241.6% | -211.6% | +12.7% |
| All | +30.0% | +245.1% | -215.0% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling