+194.3%
LMT vs FLUT
-26.1%
+220.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | +4.8% | -1.2% | +6.1% | +4.9% |
| 30D | +19.9% | +5.0% | +14.8% | +19.7% |
| 3M | +0.2% | -16.4% | +16.6% | +0.6% |
| 6M | +17.4% | -14.6% | +32.0% | +17.8% |
| YTD | +27.2% | -61.9% | +89.0% | +30.5% |
| 1Y | +35.6% | -65.0% | +100.6% | +39.4% |
| 3Y | +47.1% | -44.8% | +91.9% | +47.9% |
| 5Y | +103.7% | -49.9% | +153.6% | +103.1% |
| All | +194.3% | -26.1% | +220.4% | +177.4% |
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