+45.1%
LMT vs FLUT
-45.9%
+91.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.3% |
| 6M | +16.1% | -14.6% | +30.7% | +16.2% |
| YTD | +25.5% | -62.3% | +87.7% | +26.1% |
| 1Y | +34.1% | -59.6% | +93.8% | +34.7% |
| 3Y | +45.1% | -45.3% | +90.4% | +44.4% |
| All | +45.1% | -45.9% | +91.0% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling