+328.3%
FDX vs LDOS
+494.7%
-166.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.5% | -5.4% | +2.9% | -0.5% |
| 30D | +3.8% | +4.9% | -1.1% | +1.8% |
| 3M | -1.3% | +7.2% | -8.5% | -4.6% |
| 6M | +5.0% | -24.2% | +29.3% | +15.1% |
| YTD | +39.6% | -25.8% | +65.4% | +52.9% |
| 1Y | +81.1% | -24.7% | +105.8% | +96.8% |
| 3Y | +63.0% | +39.3% | +23.8% | +34.5% |
| 5Y | +65.6% | +43.3% | +22.3% | +31.2% |
| 10Y | +183.4% | +278.6% | -95.2% | +44.2% |
| All | +328.3% | +494.7% | -166.4% | +65.2% |
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