+93.2%
FE vs LDOS
+494.7%
-401.5%
-55.7%
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 | +1.9% | -5.4% | +7.4% | +3.4% |
| 30D | -1.2% | +4.9% | -6.1% | -2.6% |
| 3M | +3.5% | +7.2% | -3.7% | +0.9% |
| 6M | -6.1% | -24.2% | +18.2% | +0.4% |
| YTD | +7.6% | -25.8% | +33.4% | +14.8% |
| 1Y | +11.9% | -24.7% | +36.6% | +18.7% |
| 3Y | +48.4% | +39.3% | +9.2% | +28.1% |
| 5Y | +44.8% | +43.3% | +1.5% | +22.1% |
| 10Y | +115.9% | +278.6% | -162.7% | +37.5% |
| All | +93.2% | +494.7% | -401.5% | +2.7% |
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