-31.2%
LDOS vs FLR
+2.5%
-33.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | +13.6% | -5.9% | +19.5% | +14.0% |
| 3M | +4.2% | -7.6% | +11.9% | +4.4% |
| 6M | -8.2% | -9.3% | +1.1% | -8.0% |
| YTD | -24.1% | +20.1% | -44.2% | -29.3% |
| 1Y | -31.2% | +3.0% | -34.2% | -34.1% |
| All | -31.2% | +2.5% | -33.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling