+61.9%
LSCC vs FLNC
-86.0%
+147.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | +7.0% | -11.2% | +18.2% | +9.9% |
| 30D | -2.3% | -24.6% | +22.3% | +3.9% |
| 3M | -12.5% | -64.6% | +52.1% | +9.0% |
| 6M | -10.6% | -78.8% | +68.2% | +21.1% |
| YTD | +52.7% | -76.3% | +129.0% | +88.5% |
| 1Y | +74.0% | -71.2% | +145.2% | +102.5% |
| 3Y | +104.8% | -71.9% | +176.7% | +90.1% |
| 5Y | +36.2% | -87.5% | +123.8% | +32.1% |
| All | +61.9% | -86.0% | +147.9% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling