+85.8%
LSCC vs FLR
+27.4%
+58.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.8% | +5.4% |
| 7D | +13.0% | -0.8% | +13.8% | +13.8% |
| 30D | -19.8% | -9.1% | -10.7% | -15.5% |
| 3M | -18.4% | -4.7% | -13.7% | -17.3% |
| 6M | -16.1% | -14.2% | -1.9% | -10.8% |
| YTD | +42.7% | +17.3% | +25.4% | +30.3% |
| 1Y | +68.0% | +4.3% | +63.7% | +61.7% |
| 3Y | +85.8% | +30.7% | +55.1% | +30.7% |
| All | +85.8% | +27.4% | +58.4% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling