+48.6%
FANG vs LDOS
-27.6%
+76.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.5% |
| 7D | -0.4% | -4.2% | +3.8% | -0.4% |
| 30D | +2.4% | -7.9% | +10.3% | +2.5% |
| 3M | +4.9% | +4.1% | +0.8% | +5.9% |
| 6M | +12.0% | -28.2% | +40.2% | +16.7% |
| YTD | +37.1% | -28.5% | +65.6% | +39.7% |
| All | +48.6% | -27.6% | +76.2% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling