+2,594.9%
LHX vs FLR
+587.1%
+2,007.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.5% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | -13.2% | +4.9% | -18.1% | -14.1% |
| 3M | -18.4% | +10.8% | -29.2% | -20.8% |
| 6M | -32.0% | +19.7% | -51.6% | -35.5% |
| YTD | -13.6% | +38.4% | -52.0% | -20.7% |
| 1Y | -6.0% | +34.7% | -40.6% | -13.6% |
| 3Y | +57.9% | +56.7% | +1.3% | +33.8% |
| 5Y | +19.2% | +241.6% | -222.4% | -17.4% |
| 10Y | +232.3% | +20.2% | +212.1% | +149.4% |
| All | +2,594.9% | +587.1% | +2,007.8% | +1,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling