+149.2%
FDX vs LDOS
+248.5%
-99.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.0% |
| 7D | -1.6% | -7.2% | +5.6% | +0.6% |
| 30D | +6.6% | +16.8% | -10.2% | +1.3% |
| 3M | -2.1% | -1.6% | -0.5% | -1.9% |
| 6M | +2.2% | -1.0% | +3.1% | +1.6% |
| YTD | +33.9% | -25.8% | +59.7% | +45.3% |
| 1Y | +50.2% | -31.1% | +81.3% | +67.3% |
| 3Y | +65.5% | +32.8% | +32.7% | +39.3% |
| 5Y | +74.1% | +49.4% | +24.7% | +35.5% |
| All | +149.2% | +248.5% | -99.2% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling