+47,676.8%
LRCX vs FLUT
+2,054.3%
+45,622.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.3% |
| 7D | +1.9% | -1.6% | +3.5% | +2.0% |
| 30D | +0.1% | +7.7% | -7.7% | -0.6% |
| 3M | -8.5% | -0.7% | -7.8% | -9.0% |
| 6M | +38.1% | -11.2% | +49.2% | +38.3% |
| YTD | +80.1% | -53.4% | +133.5% | +89.5% |
| 1Y | +208.1% | -65.8% | +273.8% | +231.8% |
| 3Y | +350.2% | -44.9% | +395.1% | +367.1% |
| 5Y | +430.7% | -49.7% | +480.4% | +441.7% |
| 10Y | +3,633.2% | -9.7% | +3,642.9% | +3,665.4% |
| All | +47,676.8% | +2,054.3% | +45,622.6% | +52,194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling