+29.3%
LDOS vs FLR
+35.7%
-6.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.4% |
| 7D | -1.6% | +5.4% | -7.0% | -2.0% |
| 30D | +8.2% | +2.8% | +5.4% | +7.9% |
| 3M | -8.2% | -6.4% | -1.8% | -7.8% |
| 6M | +5.8% | +8.8% | -2.9% | +4.3% |
| YTD | -27.0% | +23.6% | -50.6% | -29.3% |
| 1Y | -31.0% | +13.8% | -44.8% | -32.7% |
| 3Y | +29.3% | +36.5% | -7.2% | +16.7% |
| All | +29.3% | +35.7% | -6.4% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling