-25.6%
FLUT vs LDOS
+254.8%
-280.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -1.5% | +1.9% | -3.3% | -1.8% |
| 30D | +3.4% | +12.8% | -9.4% | +1.3% |
| 3M | -12.5% | -1.0% | -11.5% | -12.5% |
| 6M | -18.5% | +6.2% | -24.7% | -19.6% |
| YTD | -61.6% | -23.2% | -38.4% | -60.3% |
| 1Y | -64.1% | -29.5% | -34.6% | -62.4% |
| 3Y | -44.5% | +37.1% | -81.5% | -47.5% |
| 5Y | -51.3% | +55.6% | -106.9% | -55.0% |
| 10Y | -25.6% | +249.4% | -275.0% | -35.2% |
| All | -25.6% | +254.8% | -280.4% | -35.2% |
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 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