+1,521.0%
FAST vs LDOS
+509.1%
+1,011.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.7% | -3.7% | +4.4% | +2.0% |
| 30D | +4.6% | +16.4% | -11.7% | -1.3% |
| 3M | +6.4% | +7.4% | -1.1% | +3.0% |
| 6M | +20.6% | -0.3% | +20.9% | +19.4% |
| YTD | +34.7% | -24.0% | +58.7% | +46.0% |
| 1Y | +29.7% | -29.6% | +59.2% | +44.6% |
| 3Y | +89.9% | +35.1% | +54.8% | +60.0% |
| 5Y | +105.0% | +52.9% | +52.1% | +61.1% |
| 10Y | +594.2% | +262.2% | +331.9% | +270.1% |
| All | +1,521.0% | +509.1% | +1,011.9% | +540.8% |
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