+185.9%
LMT vs FLUT
-10.4%
+196.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.3% | -2.6% | +1.3% | -1.3% |
| 30D | -12.5% | +5.4% | -17.9% | -12.7% |
| 3M | -0.5% | -10.8% | +10.3% | -0.2% |
| 6M | -20.0% | -9.2% | -10.8% | -19.9% |
| YTD | +10.4% | -53.8% | +64.2% | +12.8% |
| 1Y | +17.7% | -66.0% | +83.7% | +21.3% |
| 3Y | +34.3% | -44.7% | +78.9% | +35.3% |
| 5Y | +71.8% | -50.6% | +122.4% | +72.2% |
| All | +185.9% | -10.4% | +196.4% | +170.0% |
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