+1,412.2%
FAST vs LDOS
+494.7%
+917.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -0.4% | -5.4% | +5.0% | +1.7% |
| 30D | -0.8% | +4.9% | -5.7% | -2.7% |
| 3M | +5.8% | +7.2% | -1.4% | +2.4% |
| 6M | +8.0% | -24.2% | +32.2% | +18.6% |
| YTD | +25.6% | -25.8% | +51.4% | +38.0% |
| 1Y | +0.8% | -24.7% | +25.5% | +9.9% |
| 3Y | +86.1% | +39.3% | +46.8% | +55.0% |
| 5Y | +100.2% | +43.3% | +56.9% | +61.9% |
| 10Y | +494.2% | +278.6% | +215.6% | +212.0% |
| All | +1,412.2% | +494.7% | +917.4% | +505.7% |
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