+360.8%
LLY vs FLNC
-70.4%
+431.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -0.7% |
| 7D | -2.9% | -4.1% | +1.1% | -2.9% |
| 30D | -8.4% | -24.8% | +16.3% | -8.0% |
| 3M | -3.8% | -59.1% | +55.3% | -2.3% |
| 6M | +11.9% | -42.0% | +53.9% | +12.0% |
| YTD | +4.3% | -49.8% | +54.1% | +4.4% |
| 1Y | +48.5% | +43.1% | +5.4% | +43.1% |
| 3Y | +91.2% | -61.0% | +152.2% | +85.4% |
| All | +360.8% | -70.4% | +431.2% | +360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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