-17.7%
LVS vs FLNC
+53.3%
-71.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | -3.2% | -27.3% | +24.0% | -2.0% |
| 3M | -12.0% | -61.9% | +49.9% | -8.7% |
| 6M | -19.9% | -34.5% | +14.6% | -19.6% |
| YTD | -30.6% | -47.7% | +17.0% | -30.3% |
| 1Y | -17.7% | +53.3% | -71.1% | -18.2% |
| All | -17.7% | +53.3% | -71.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling