+252.0%
LDOS vs FLR
+17.5%
+234.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | +1.5% |
| 7D | -5.8% | +8.5% | -14.3% | -6.6% |
| 30D | +11.6% | -0.7% | +12.3% | +11.5% |
| 3M | -1.0% | -11.7% | +10.7% | -0.1% |
| 6M | +5.1% | +16.2% | -11.2% | +2.7% |
| YTD | -24.0% | +27.0% | -51.0% | -26.7% |
| 1Y | -30.3% | +10.1% | -40.4% | -31.8% |
| 3Y | +37.0% | +46.2% | -9.2% | +27.2% |
| 5Y | +53.4% | +121.4% | -68.1% | +34.9% |
| 10Y | +252.0% | +11.0% | +241.0% | +230.6% |
| All | +252.0% | +17.5% | +234.5% | +230.6% |
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