+1,260.2%
FANG vs LDOS
+856.3%
+403.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -7.2% | +10.1% | -17.3% | -10.8% |
| 3M | -9.8% | -4.7% | -5.1% | -8.6% |
| 6M | -6.7% | +5.6% | -12.3% | -10.2% |
| YTD | +22.4% | -25.1% | +47.5% | +33.4% |
| 1Y | +25.1% | -31.7% | +56.8% | +41.6% |
| 3Y | +28.1% | +33.7% | -5.6% | +4.1% |
| 5Y | +104.7% | +54.4% | +50.4% | +53.6% |
| 10Y | +149.3% | +236.4% | -87.1% | +55.1% |
| All | +1,260.2% | +856.3% | +403.9% | +420.7% |
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