+55.8%
LHX vs FLUT
-43.3%
+99.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -4.8% | -3.6% | -1.2% | -4.6% |
| 30D | -12.7% | -0.3% | -12.4% | -12.8% |
| 3M | -17.6% | -12.6% | -5.0% | -17.2% |
| 6M | -30.7% | -8.0% | -22.7% | -30.6% |
| YTD | -14.3% | -54.1% | +39.8% | -11.0% |
| 1Y | -8.4% | -66.1% | +57.7% | -3.6% |
| All | +55.8% | -43.3% | +99.1% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling