+36.9%
LMT vs FLUT
-62.9%
+99.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.1% |
| 7D | +2.5% | +4.5% | -2.0% | +2.4% |
| 30D | +19.2% | +9.2% | +10.0% | +19.1% |
| 3M | +2.7% | -13.7% | +16.3% | +2.5% |
| 6M | +20.6% | -9.0% | +29.6% | +20.8% |
| YTD | +28.4% | -60.2% | +88.7% | +37.8% |
| 1Y | +36.9% | -63.1% | +100.0% | +47.7% |
| All | +36.9% | -62.9% | +99.8% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling