-80.5%
FLNC vs LDOS
+7.4%
-87.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.1% | -10.2% | -8.9% |
| 7D | -10.7% | +1.9% | -12.6% | -10.5% |
| 30D | -33.9% | +12.8% | -46.7% | -34.0% |
| 3M | -61.2% | -1.0% | -60.2% | -61.0% |
| All | -80.5% | +7.4% | -87.9% | -78.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling