-51.0%
FLUT vs LDOS
+52.0%
-103.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.8% | -3.7% | +8.5% | +5.9% |
| 30D | +8.8% | +16.4% | -7.6% | +4.7% |
| 3M | -10.7% | +7.4% | -18.1% | -12.6% |
| 6M | -19.7% | -0.3% | -19.4% | -20.3% |
| YTD | -61.4% | -24.0% | -37.4% | -59.3% |
| 1Y | -61.6% | -29.6% | -32.1% | -58.8% |
| 3Y | -51.4% | +35.1% | -86.5% | -56.8% |
| 5Y | -51.0% | +52.9% | -103.9% | -59.2% |
| All | -51.0% | +52.0% | -103.0% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling