-86.6%
FLNC vs LDOS
+40.8%
-127.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -11.2% | -1.6% | -9.6% | -10.7% |
| 30D | -24.6% | +8.2% | -32.9% | -27.5% |
| 3M | -64.6% | -8.2% | -56.4% | -63.7% |
| 6M | -78.8% | +5.8% | -84.7% | -79.7% |
| YTD | -76.3% | -27.0% | -49.4% | -72.9% |
| 1Y | -71.2% | -31.0% | -40.2% | -65.8% |
| 3Y | -71.9% | +29.3% | -101.2% | -77.2% |
| 5Y | -87.5% | +48.7% | -136.2% | -91.5% |
| All | -86.6% | +40.8% | -127.5% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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