+94.6%
FAST vs LDOS
+35.2%
+59.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +3.4% | -2.8% | +6.2% | +4.0% |
| 30D | +5.5% | +13.6% | -8.1% | +2.5% |
| 3M | +7.6% | +4.2% | +3.4% | +6.3% |
| 6M | +19.8% | -8.2% | +28.0% | +21.2% |
| YTD | +35.5% | -24.1% | +59.5% | +42.1% |
| 1Y | +31.6% | -31.2% | +62.8% | +41.5% |
| All | +94.6% | +35.2% | +59.3% | +76.7% |
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 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