+221.4%
LDOS vs FLR
+7.4%
+214.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | -1.6% | +5.4% | -7.0% | -2.1% |
| 30D | +8.2% | +2.8% | +5.4% | +7.8% |
| 3M | -8.2% | -6.4% | -1.8% | -7.8% |
| 6M | +5.8% | +8.8% | -2.9% | +4.2% |
| YTD | -27.0% | +23.6% | -50.6% | -29.4% |
| 1Y | -31.0% | +13.8% | -44.8% | -32.7% |
| 3Y | +29.3% | +36.5% | -7.2% | +20.9% |
| 5Y | +48.7% | +119.3% | -70.6% | +31.0% |
| All | +221.4% | +7.4% | +214.0% | +204.2% |
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