+42.8%
FANG vs LDOS
+39.7%
+3.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | -1.7% | -7.1% | +5.4% | -0.9% |
| 30D | +6.8% | -6.1% | +12.8% | +7.5% |
| 3M | +1.3% | +5.6% | -4.3% | +0.7% |
| 6M | +11.8% | -26.9% | +38.7% | +18.2% |
| YTD | +35.1% | -27.9% | +63.0% | +41.9% |
| 1Y | +48.9% | -26.8% | +75.7% | +56.0% |
| 3Y | +42.8% | +39.6% | +3.2% | +22.0% |
| All | +42.8% | +39.7% | +3.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling