+1,352.3%
LSCC vs FLR
+10.4%
+1,342.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +5.0% | +5.1% | -0.1% | +3.9% |
| 30D | -11.7% | -0.5% | -11.3% | -11.3% |
| 3M | -13.3% | -3.5% | -9.8% | -12.3% |
| 6M | -12.5% | +16.5% | -29.0% | -15.3% |
| YTD | +51.2% | +27.3% | +23.9% | +42.6% |
| 1Y | +65.9% | +10.6% | +55.3% | +61.6% |
| 3Y | +95.3% | +39.4% | +56.0% | +77.6% |
| 5Y | +38.6% | +126.4% | -87.8% | +14.1% |
| 10Y | +1,352.3% | +8.4% | +1,344.0% | +1,191.1% |
| All | +1,352.3% | +10.4% | +1,342.0% | +1,191.1% |
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