+222.0%
LHX vs FLR
+19.7%
+202.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.2% |
| 7D | -4.3% | -3.5% | -0.8% | -4.0% |
| 30D | -15.1% | +4.2% | -19.3% | -15.5% |
| 3M | -21.0% | +8.1% | -29.0% | -21.8% |
| 6M | -32.0% | +21.5% | -53.5% | -33.7% |
| YTD | -15.3% | +36.8% | -52.1% | -18.4% |
| 1Y | -11.1% | +31.2% | -42.3% | -14.1% |
| 3Y | +54.0% | +53.9% | +0.1% | +43.5% |
| 5Y | +17.1% | +243.0% | -225.9% | +1.0% |
| All | +222.0% | +19.7% | +202.3% | +201.4% |
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