-10.0%
LOW vs FLR
+52.3%
-62.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -2.6% | -6.9% | +4.2% | -2.0% |
| 30D | -11.1% | +1.1% | -12.3% | -11.3% |
| 3M | -8.5% | +14.3% | -22.8% | -10.1% |
| 6M | -20.8% | +19.1% | -40.0% | -22.8% |
| YTD | -17.2% | +35.1% | -52.3% | -20.5% |
| 1Y | -24.7% | +29.5% | -54.2% | -27.6% |
| All | -10.0% | +52.3% | -62.3% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling