+143.5%
LTH vs FLR
+243.7%
-100.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.0% |
| 7D | -0.6% | +5.4% | -6.1% | -2.1% |
| 30D | -4.6% | +11.4% | -16.0% | -8.0% |
| 3M | +32.8% | +11.4% | +21.4% | +27.1% |
| 6M | +64.6% | +16.6% | +48.0% | +54.1% |
| YTD | +62.6% | +41.7% | +20.9% | +42.9% |
| 1Y | +49.9% | +35.4% | +14.5% | +32.0% |
| 3Y | +151.3% | +57.3% | +94.0% | +91.8% |
| All | +143.5% | +243.7% | -100.1% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling