+385.6%
FLUT vs LDOS
+509.1%
-123.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.8% | -3.7% | +8.5% | +5.3% |
| 30D | +8.8% | +16.4% | -7.6% | +7.0% |
| 3M | -10.7% | +7.4% | -18.1% | -11.5% |
| 6M | -19.7% | -0.3% | -19.4% | -19.9% |
| YTD | -61.4% | -24.0% | -37.4% | -60.5% |
| 1Y | -61.6% | -29.6% | -32.1% | -60.4% |
| 3Y | -51.4% | +35.1% | -86.5% | -53.0% |
| 5Y | -51.0% | +52.9% | -103.9% | -53.3% |
| 10Y | -25.2% | +262.2% | -287.4% | -32.6% |
| All | +385.6% | +509.1% | -123.5% | +321.2% |
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 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