+162.1%
LTH vs FLR
+199.8%
-37.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.4% |
| 7D | -1.3% | +5.4% | -6.7% | -2.7% |
| 30D | +15.7% | +2.8% | +12.8% | +14.4% |
| 3M | +5.0% | -6.4% | +11.4% | +6.1% |
| 6M | +37.7% | +8.8% | +28.9% | +31.5% |
| YTD | +75.0% | +23.6% | +51.4% | +58.7% |
| 1Y | +82.6% | +13.8% | +68.8% | +69.6% |
| 3Y | +241.3% | +36.5% | +204.8% | +170.0% |
| 5Y | +135.4% | +119.3% | +16.1% | +54.0% |
| All | +162.1% | +199.8% | -37.7% | +62.3% |
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