+222.0%
LHX vs FLUT
-9.3%
+231.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.3% |
| 30D | -15.1% | +2.5% | -17.7% | -15.2% |
| 3M | -21.0% | -9.2% | -11.7% | -20.8% |
| 6M | -32.0% | -8.2% | -23.8% | -31.9% |
| YTD | -15.3% | -53.2% | +37.9% | -13.4% |
| 1Y | -11.1% | -65.6% | +54.5% | -8.2% |
| 3Y | +54.0% | -43.6% | +97.6% | +56.1% |
| 5Y | +17.1% | -50.3% | +67.4% | +17.9% |
| All | +222.0% | -9.3% | +231.3% | +213.0% |
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