+132.2%
LLY vs FLUT
-52.0%
+184.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -4.5% | -1.1% | -3.4% | -4.4% |
| 30D | +13.9% | +7.7% | +6.2% | +13.4% |
| 3M | +13.8% | -12.2% | +25.9% | +14.4% |
| 6M | +37.6% | -17.6% | +55.2% | +38.5% |
| YTD | +26.6% | -62.0% | +88.6% | +36.3% |
| 1Y | +45.3% | -62.3% | +107.6% | +56.3% |
| 3Y | +132.2% | -52.0% | +184.2% | +143.6% |
| All | +132.2% | -52.0% | +184.2% | +143.6% |
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 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