+54.0%
LHX vs FLR
+54.2%
-0.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.4% |
| 3M | -21.0% | +8.1% | -29.0% | -21.6% |
| 6M | -32.0% | +21.5% | -53.5% | -33.5% |
| YTD | -15.3% | +36.8% | -52.1% | -18.0% |
| 1Y | -11.1% | +31.2% | -42.3% | -13.7% |
| 3Y | +54.0% | +53.9% | +0.1% | +37.7% |
| All | +54.0% | +54.2% | -0.2% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling