+182.5%
FANG vs LDOS
+267.6%
-85.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +1.2% | -2.1% | +3.3% | +2.1% |
| 30D | +2.4% | -8.0% | +10.4% | +6.1% |
| 3M | +5.1% | +6.8% | -1.8% | +0.6% |
| 6M | +16.4% | -24.5% | +40.9% | +30.7% |
| YTD | +39.0% | -27.8% | +66.7% | +56.9% |
| 1Y | +50.6% | -27.4% | +78.0% | +69.1% |
| 3Y | +46.9% | +39.9% | +7.0% | +8.1% |
| 5Y | +238.2% | +42.1% | +196.2% | +141.0% |
| All | +182.5% | +267.6% | -85.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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