+32.8%
FAST vs LDOS
-31.2%
+64.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +2.1% | -7.2% | +9.3% | +3.4% |
| 30D | +6.9% | +16.8% | -10.0% | +3.6% |
| 3M | +4.8% | -1.6% | +6.4% | +5.0% |
| 6M | +19.8% | -1.0% | +20.8% | +18.8% |
| YTD | +34.9% | -25.8% | +60.7% | +38.0% |
| 1Y | +32.8% | -31.1% | +63.9% | +40.2% |
| All | +32.8% | -31.2% | +64.0% | +40.2% |
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