+120.9%
FE vs LDOS
+254.8%
-134.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.8% |
| 7D | -0.5% | +1.9% | -2.4% | -1.0% |
| 30D | +4.3% | +12.8% | -8.5% | +0.9% |
| 3M | +0.4% | -1.0% | +1.4% | +0.3% |
| 6M | +6.9% | +6.2% | +0.7% | +4.3% |
| YTD | +8.0% | -23.2% | +31.2% | +14.2% |
| 1Y | +4.8% | -29.5% | +34.3% | +13.7% |
| 3Y | +49.0% | +37.1% | +11.9% | +25.4% |
| 5Y | +46.2% | +55.6% | -9.4% | +15.3% |
| 10Y | +120.9% | +249.4% | -128.6% | +48.0% |
| All | +120.9% | +254.8% | -134.0% | +48.0% |
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