-84.9%
FLNC vs LDOS
+43.2%
-128.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.3% |
| 7D | -7.9% | -7.2% | -0.7% | -5.6% |
| 30D | -31.3% | +16.8% | -48.1% | -36.0% |
| 3M | -60.1% | -1.6% | -58.5% | -60.3% |
| 6M | -61.1% | -1.0% | -60.2% | -61.7% |
| YTD | -73.4% | -25.8% | -47.6% | -69.6% |
| 1Y | -73.4% | -31.1% | -42.3% | -68.3% |
| 3Y | -71.9% | +32.8% | -104.7% | -77.5% |
| 5Y | -84.7% | +49.4% | -134.0% | -89.5% |
| All | -84.9% | +43.2% | -128.1% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling