+485.9%
FLUT vs LDOS
+494.7%
-8.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.6% | -5.4% | +3.8% | -1.1% |
| 30D | +7.7% | +4.9% | +2.9% | +7.1% |
| 3M | -0.7% | +7.2% | -7.9% | -1.6% |
| 6M | -11.2% | -24.2% | +13.1% | -8.8% |
| YTD | -53.4% | -25.8% | -27.6% | -52.1% |
| 1Y | -65.8% | -24.7% | -41.0% | -64.9% |
| 3Y | -44.9% | +39.3% | -84.2% | -46.9% |
| 5Y | -49.7% | +43.3% | -93.0% | -51.8% |
| 10Y | -9.7% | +278.6% | -288.3% | -18.8% |
| All | +485.9% | +494.7% | -8.9% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling