+64.5%
LSCC vs FLNC
-71.1%
+135.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.2% |
| 7D | +0.4% | -5.0% | +5.4% | +1.5% |
| 30D | -9.5% | -26.1% | +16.6% | -3.5% |
| 3M | -13.8% | -55.2% | +41.4% | +2.1% |
| 6M | +24.5% | -42.6% | +67.1% | +32.2% |
| YTD | +55.1% | -51.0% | +106.1% | +64.1% |
| 1Y | +72.5% | +43.3% | +29.2% | +31.9% |
| 3Y | +24.5% | -63.4% | +87.9% | +12.1% |
| All | +64.5% | -71.1% | +135.6% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling