-9.9%
LOW vs FLNC
-62.9%
+53.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | 0.0% |
| 7D | -3.7% | -4.1% | +0.3% | -3.6% |
| 30D | -8.9% | -24.8% | +15.9% | -7.9% |
| 3M | -10.4% | -59.1% | +48.7% | -7.6% |
| 6M | -19.4% | -42.0% | +22.6% | -19.3% |
| YTD | -17.1% | -49.8% | +32.7% | -17.1% |
| 1Y | -26.3% | +43.1% | -69.3% | -33.1% |
| 3Y | -9.9% | -61.0% | +51.1% | -12.9% |
| All | -9.9% | -62.9% | +53.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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