+248.9%
LTH vs FLR
+45.9%
+203.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.3% | -8.8% | -2.2% |
| 7D | +7.0% | +8.5% | -1.5% | +5.0% |
| 30D | +15.4% | -0.7% | +16.1% | +15.3% |
| 3M | +7.0% | -11.7% | +18.7% | +9.4% |
| 6M | +46.9% | +16.2% | +30.6% | +39.4% |
| YTD | +76.4% | +27.0% | +49.4% | +62.1% |
| 1Y | +83.7% | +10.1% | +73.7% | +74.7% |
| 3Y | +248.9% | +46.2% | +202.7% | +132.0% |
| All | +248.9% | +45.9% | +203.0% | +132.0% |
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 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