+34.1%
LMT vs FLUT
-63.2%
+97.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +5.1% | -0.7% | +5.8% | +5.1% |
| 30D | +14.1% | +9.3% | +4.9% | +14.2% |
| 3M | +0.3% | -17.5% | +17.8% | +0.2% |
| 6M | +16.1% | -14.6% | +30.7% | +16.4% |
| YTD | +25.5% | -62.3% | +87.7% | +40.1% |
| 1Y | +34.1% | -59.6% | +93.8% | +46.7% |
| All | +34.1% | -63.2% | +97.3% | +46.7% |
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