+3,917.3%
LLY vs FLUT
+2,054.3%
+1,863.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.1% | -1.6% | -0.5% | -2.1% |
| 30D | -1.6% | +7.7% | -9.4% | -1.8% |
| 3M | +2.3% | -0.7% | +3.0% | +2.2% |
| 6M | +14.9% | -11.2% | +26.0% | +15.0% |
| YTD | +7.5% | -53.4% | +60.9% | +9.0% |
| 1Y | +55.7% | -65.8% | +121.4% | +58.9% |
| 3Y | +110.6% | -44.9% | +155.5% | +112.5% |
| 5Y | +363.4% | -49.7% | +413.1% | +366.2% |
| 10Y | +1,649.0% | -9.7% | +1,658.7% | +1,629.8% |
| All | +3,917.3% | +2,054.3% | +1,863.0% | +3,527.9% |
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