-63.2%
FLUT vs LDOS
-27.6%
-35.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +4.2% | -2.8% | +7.0% | +5.3% |
| 30D | +8.0% | +13.6% | -5.6% | +3.4% |
| 3M | -22.1% | +4.2% | -26.3% | -23.6% |
| 6M | -21.7% | -8.2% | -13.5% | -21.2% |
| YTD | -62.0% | -24.1% | -37.9% | -59.9% |
| 1Y | -63.2% | -31.2% | -31.9% | -57.2% |
| All | -63.2% | -27.6% | -35.5% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling