-52.0%
FLUT vs LDOS
+32.3%
-84.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | -1.1% | -7.2% | +6.1% | +0.9% |
| 30D | +7.7% | +16.8% | -9.1% | +3.8% |
| 3M | -12.2% | -1.6% | -10.6% | -12.0% |
| 6M | -17.6% | -1.0% | -16.6% | -18.2% |
| YTD | -62.0% | -25.8% | -36.2% | -60.1% |
| 1Y | -62.3% | -31.1% | -31.2% | -59.8% |
| 3Y | -52.0% | +32.8% | -84.8% | -54.8% |
| All | -52.0% | +32.3% | -84.2% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling