+1,837.1%
LSCC vs FLR
+21.1%
+1,815.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -1.0% |
| 7D | +1.4% | -3.1% | +4.5% | +2.1% |
| 30D | -10.0% | +4.9% | -15.0% | -11.2% |
| 3M | -16.1% | +10.8% | -26.9% | -18.2% |
| 6M | +27.4% | +19.7% | +7.7% | +21.6% |
| YTD | +56.9% | +38.4% | +18.5% | +44.7% |
| 1Y | +74.6% | +34.7% | +39.9% | +61.8% |
| 3Y | +26.0% | +56.7% | -30.7% | +11.2% |
| 5Y | +86.1% | +241.6% | -155.5% | +42.0% |
| All | +1,837.1% | +21.1% | +1,815.9% | +1,561.1% |
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