+49.9%
LTH vs FLR
+31.2%
+18.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.6% |
| 7D | -0.6% | +5.4% | -6.1% | -1.3% |
| 30D | -4.6% | +11.4% | -16.0% | -6.0% |
| 3M | +32.8% | +11.4% | +21.4% | +30.3% |
| 6M | +64.6% | +16.6% | +48.0% | +59.7% |
| YTD | +62.6% | +41.7% | +20.9% | +54.1% |
| 1Y | +49.9% | +35.4% | +14.5% | +39.8% |
| All | +49.9% | +31.2% | +18.7% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling