+67.0%
LSCC vs FLNC
-69.1%
+136.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +1.3% | -4.9% | +6.2% | +2.4% |
| 30D | -9.7% | -27.3% | +17.6% | -3.4% |
| 3M | -23.7% | -61.9% | +38.2% | -6.6% |
| 6M | +26.5% | -34.5% | +61.0% | +30.6% |
| YTD | +57.5% | -47.7% | +105.2% | +64.4% |
| 1Y | +75.7% | +53.3% | +22.4% | +32.2% |
| 3Y | +19.5% | -62.4% | +81.9% | +7.3% |
| All | +67.0% | -69.1% | +136.1% | +35.2% |
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