+80.8%
LMT vs FLNC
-70.4%
+151.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.1% |
| 7D | -0.2% | -4.1% | +3.9% | -0.2% |
| 30D | -13.1% | -24.8% | +11.7% | -12.9% |
| 3M | -3.9% | -59.1% | +55.2% | -3.2% |
| 6M | -18.3% | -42.0% | +23.7% | -18.3% |
| YTD | +10.3% | -49.8% | +60.1% | +10.4% |
| 1Y | +14.2% | +43.1% | -28.8% | +12.5% |
| 3Y | +35.0% | -61.0% | +95.9% | +33.3% |
| All | +80.8% | -70.4% | +151.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling