+26.5%
LSCC vs FLR
+13.6%
+12.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.3% |
| 7D | +1.3% | +5.4% | -4.1% | -1.8% |
| 30D | -9.7% | +11.4% | -21.1% | -16.2% |
| 3M | -23.7% | +11.4% | -35.1% | -28.7% |
| 6M | +26.5% | +16.6% | +9.9% | +10.7% |
| All | +26.5% | +13.6% | +12.8% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling