+498.1%
LDOS vs FLR
+67.3%
+430.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.9% |
| 7D | -5.4% | +5.4% | -10.8% | -6.2% |
| 30D | +4.9% | +11.4% | -6.5% | +2.9% |
| 3M | +7.2% | +11.4% | -4.2% | +4.8% |
| 6M | -24.2% | +16.6% | -40.9% | -26.9% |
| YTD | -25.8% | +41.7% | -67.5% | -30.6% |
| 1Y | -24.7% | +35.4% | -60.1% | -29.3% |
| 3Y | +39.3% | +57.3% | -18.0% | +23.6% |
| 5Y | +43.3% | +241.0% | -197.7% | +10.0% |
| 10Y | +278.6% | +16.6% | +261.9% | +216.6% |
| All | +498.1% | +67.3% | +430.8% | +303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling