+244.8%
LDOS vs FLR
+8.6%
+236.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.9% | +5.1% | -3.2% | +1.3% |
| 30D | +12.8% | -0.5% | +13.3% | +12.7% |
| 3M | -1.0% | -3.5% | +2.4% | -0.9% |
| 6M | +6.2% | +16.5% | -10.3% | +3.8% |
| YTD | -23.2% | +27.3% | -50.5% | -26.0% |
| 1Y | -29.5% | +10.6% | -40.1% | -31.1% |
| 3Y | +37.1% | +39.4% | -2.3% | +27.9% |
| 5Y | +55.6% | +126.4% | -70.8% | +36.6% |
| All | +244.8% | +8.6% | +236.2% | +220.1% |
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 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