+1,397.3%
FANG vs LDOS
+847.2%
+550.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | +0.8% | -5.4% | +6.2% | +2.9% |
| 30D | +7.6% | +4.9% | +2.7% | +5.4% |
| 3M | -1.3% | +7.2% | -8.5% | -5.0% |
| 6M | +14.7% | -24.2% | +38.9% | +26.4% |
| YTD | +34.8% | -25.8% | +60.6% | +48.0% |
| 1Y | +42.9% | -24.7% | +67.6% | +55.6% |
| 3Y | +43.8% | +39.3% | +4.5% | +14.8% |
| 5Y | +225.8% | +43.3% | +182.5% | +153.6% |
| 10Y | +171.9% | +278.6% | -106.7% | +65.2% |
| All | +1,397.3% | +847.2% | +550.1% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling