-22.9%
FLUT vs LDOS
+241.3%
-264.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.1% | +4.0% |
| 7D | +4.5% | -1.3% | +5.8% | +4.7% |
| 30D | +9.2% | +10.1% | -0.9% | +7.4% |
| 3M | -13.7% | -4.7% | -9.0% | -13.1% |
| 6M | -9.0% | +5.6% | -14.6% | -10.2% |
| YTD | -60.2% | -25.1% | -35.2% | -58.7% |
| 1Y | -63.1% | -31.7% | -31.4% | -61.2% |
| 3Y | -42.5% | +33.7% | -76.2% | -45.4% |
| 5Y | -47.6% | +54.4% | -101.9% | -51.4% |
| 10Y | -22.9% | +236.4% | -259.3% | -29.5% |
| All | -22.9% | +241.3% | -264.2% | -29.5% |
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