+2,884.8%
LOW vs FLR
+609.6%
+2,275.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -10.1% | -0.7% | -9.4% | -10.2% |
| 3M | -2.9% | +14.3% | -17.2% | -6.8% |
| 6M | -19.4% | +25.6% | -45.0% | -25.0% |
| YTD | -15.4% | +42.9% | -58.3% | -23.9% |
| 1Y | -24.9% | +38.7% | -63.7% | -32.4% |
| 3Y | -7.8% | +61.8% | -69.6% | -24.2% |
| 5Y | +8.4% | +254.1% | -245.7% | -29.4% |
| 10Y | +226.8% | +20.0% | +206.7% | +127.0% |
| All | +2,884.8% | +609.6% | +2,275.3% | +951.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling