+139.3%
LTH vs FLR
+246.5%
-107.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +1.5% | +0.7% | +0.9% | +1.3% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +28.1% | +14.3% | +13.8% | +21.8% |
| 6M | +67.4% | +25.6% | +41.8% | +53.3% |
| YTD | +59.8% | +42.9% | +16.9% | +40.0% |
| 1Y | +45.6% | +38.7% | +6.9% | +27.3% |
| 3Y | +162.0% | +61.8% | +100.2% | +98.1% |
| All | +139.3% | +246.5% | -107.2% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling