+1,435.5%
LSCC vs FLR
+8.6%
+1,427.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.6% |
| 7D | +21.2% | +10.1% | +11.1% | +18.4% |
| 30D | -1.9% | -0.5% | -1.4% | -1.4% |
| 3M | -8.1% | -4.8% | -3.2% | -6.6% |
| 6M | -5.2% | +10.7% | -16.0% | -7.1% |
| YTD | +61.5% | +25.0% | +36.6% | +53.1% |
| 1Y | +81.3% | +8.3% | +73.0% | +77.6% |
| 3Y | +108.7% | +36.8% | +71.9% | +90.7% |
| 5Y | +44.1% | +121.8% | -77.6% | +19.3% |
| All | +1,435.5% | +8.6% | +1,427.0% | +1,279.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling