+212.5%
LHX vs FLUT
-26.8%
+239.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | +14.7% | +9.3% | +5.4% | +14.3% |
| 3M | -5.1% | -17.5% | +12.4% | -4.6% |
| 6M | -9.9% | -14.6% | +4.7% | -9.5% |
| YTD | -6.1% | -62.3% | +56.2% | -3.3% |
| 1Y | -4.0% | -59.6% | +55.6% | -1.4% |
| 3Y | +56.9% | -45.3% | +102.2% | +59.5% |
| 5Y | +36.6% | -50.4% | +87.0% | +37.8% |
| All | +212.5% | -26.8% | +239.3% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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