+104.8%
LSCC vs FLR
+35.7%
+69.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.9% |
| 7D | +7.0% | +5.4% | +1.6% | +4.3% |
| 30D | -2.3% | +2.8% | -5.1% | -3.1% |
| 3M | -12.5% | -6.4% | -6.1% | -9.4% |
| 6M | -10.6% | +8.8% | -19.4% | -13.9% |
| YTD | +52.7% | +23.6% | +29.1% | +36.0% |
| 1Y | +74.0% | +13.8% | +60.2% | +60.9% |
| 3Y | +104.8% | +36.5% | +68.3% | +42.7% |
| All | +104.8% | +35.7% | +69.1% | +42.7% |
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