+260.0%
LDOS vs FLR
+18.9%
+241.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.9% |
| 7D | -7.1% | +0.7% | -7.8% | -7.2% |
| 30D | -6.1% | -0.7% | -5.4% | -6.1% |
| 3M | +5.6% | +14.3% | -8.7% | +3.7% |
| 6M | -26.9% | +25.6% | -52.5% | -29.2% |
| YTD | -27.9% | +42.9% | -70.8% | -31.2% |
| 1Y | -26.8% | +38.7% | -65.5% | -30.1% |
| 3Y | +39.6% | +61.8% | -22.2% | +28.3% |
| 5Y | +39.4% | +254.1% | -214.7% | +16.7% |
| 10Y | +260.0% | +20.0% | +239.9% | +228.4% |
| All | +260.0% | +18.9% | +241.1% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling