+135.2%
LTH vs FLR
+235.6%
-100.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.8% |
| 7D | -4.0% | -3.1% | -0.9% | -3.2% |
| 30D | -1.7% | +4.9% | -6.6% | -3.2% |
| 3M | +28.0% | +10.8% | +17.2% | +22.7% |
| 6M | +54.1% | +19.7% | +34.4% | +43.0% |
| YTD | +57.1% | +38.4% | +18.7% | +38.9% |
| 1Y | +45.8% | +34.7% | +11.1% | +28.5% |
| 3Y | +157.6% | +56.7% | +100.9% | +96.5% |
| All | +135.2% | +235.6% | -100.3% | +42.0% |
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