+339.2%
FDX vs LDOS
+508.5%
-169.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +8.1% | -2.8% | +11.0% | +9.2% |
| 30D | +13.9% | +13.6% | +0.3% | +8.5% |
| 3M | +5.5% | +4.2% | +1.3% | +3.4% |
| 6M | +15.1% | -8.2% | +23.3% | +17.2% |
| YTD | +43.2% | -24.1% | +67.3% | +55.0% |
| 1Y | +65.0% | -31.2% | +96.3% | +85.4% |
| 3Y | +75.7% | +35.0% | +40.7% | +46.8% |
| 5Y | +84.4% | +52.6% | +31.7% | +42.3% |
| 10Y | +174.4% | +261.9% | -87.5% | +42.2% |
| All | +339.2% | +508.5% | -169.3% | +67.4% |
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