-11.1%
LHX vs FLUT
-65.2%
+54.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.7% |
| 6M | -32.0% | -8.2% | -23.8% | -31.9% |
| YTD | -15.3% | -53.2% | +37.9% | -9.1% |
| 1Y | -11.1% | -65.6% | +54.5% | -6.0% |
| All | -11.1% | -65.2% | +54.2% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling