+71.8%
LMT vs FLUT
-48.5%
+120.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -1.3% | -2.6% | +1.3% | -1.3% |
| 30D | -12.5% | +5.4% | -17.9% | -12.5% |
| 3M | -0.5% | -10.8% | +10.3% | -0.4% |
| 6M | -20.0% | -9.2% | -10.8% | -20.0% |
| YTD | +10.4% | -53.8% | +64.2% | +11.4% |
| 1Y | +17.7% | -66.0% | +83.7% | +19.1% |
| 3Y | +34.3% | -44.7% | +78.9% | +34.6% |
| 5Y | +71.8% | -50.6% | +122.4% | +64.8% |
| All | +71.8% | -48.5% | +120.3% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling