+2,422.6%
LHX vs FLUT
+2,067.0%
+355.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -2.5% | +3.8% | -6.3% | -2.6% |
| 30D | -10.4% | +6.3% | -16.7% | -10.6% |
| 3M | -14.9% | -4.0% | -10.9% | -14.9% |
| 6M | -29.6% | -10.3% | -19.3% | -29.5% |
| YTD | -11.8% | -53.2% | +41.4% | -10.0% |
| 1Y | -5.1% | -65.0% | +60.0% | -2.3% |
| 3Y | +61.3% | -43.9% | +105.2% | +63.1% |
| 5Y | +22.4% | -49.2% | +71.6% | +23.2% |
| 10Y | +232.2% | -9.2% | +241.4% | +225.6% |
| All | +2,422.6% | +2,067.0% | +355.7% | +2,191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling