+2,006.3%
LLY vs FLUT
-26.1%
+2,032.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | +0.1% | -6.5% | +6.5% | +0.1% |
| 30D | +19.7% | +2.8% | +17.0% | +19.7% |
| 3M | +19.3% | -13.5% | +32.7% | +19.4% |
| 6M | +49.3% | -19.0% | +68.3% | +49.5% |
| YTD | +32.0% | -61.9% | +93.9% | +33.2% |
| 1Y | +53.7% | -63.2% | +116.9% | +55.1% |
| 3Y | +143.7% | -46.0% | +189.8% | +146.8% |
| 5Y | +463.9% | -51.8% | +515.7% | +468.2% |
| 10Y | +2,006.3% | -26.1% | +2,032.4% | +2,128.8% |
| All | +2,006.3% | -26.1% | +2,032.4% | +2,128.8% |
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