+227.5%
LOW vs FLR
+19.7%
+207.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -3.7% | -3.5% | -0.2% | -3.2% |
| 30D | -8.9% | +4.2% | -13.0% | -9.5% |
| 3M | -10.4% | +8.1% | -18.5% | -12.0% |
| 6M | -19.4% | +21.5% | -40.9% | -22.7% |
| YTD | -17.1% | +36.8% | -53.9% | -22.2% |
| 1Y | -26.3% | +31.2% | -57.5% | -30.6% |
| 3Y | -9.9% | +53.9% | -63.8% | -20.3% |
| 5Y | +6.1% | +243.0% | -236.9% | -19.6% |
| All | +227.5% | +19.7% | +207.8% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling