+54.0%
LHX vs FLNC
-62.9%
+116.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.2% |
| 7D | -4.3% | -4.1% | -0.2% | -4.2% |
| 30D | -15.1% | -24.8% | +9.6% | -14.8% |
| 3M | -21.0% | -59.1% | +38.1% | -19.9% |
| 6M | -32.0% | -42.0% | +10.0% | -32.0% |
| YTD | -15.3% | -49.8% | +34.5% | -15.3% |
| 1Y | -11.1% | +43.1% | -54.1% | -13.4% |
| 3Y | +54.0% | -61.0% | +115.0% | +49.6% |
| All | +54.0% | -62.9% | +116.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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