+94.9%
FE vs LDOS
+508.5%
-413.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.7% | -2.8% | +4.5% | +2.4% |
| 30D | +8.1% | +13.6% | -5.5% | +4.3% |
| 3M | -1.3% | +4.2% | -5.5% | -2.9% |
| 6M | +2.9% | -8.2% | +11.1% | +4.3% |
| YTD | +8.6% | -24.1% | +32.6% | +14.9% |
| 1Y | +6.3% | -31.2% | +37.6% | +15.6% |
| 3Y | +45.1% | +35.0% | +10.1% | +26.4% |
| 5Y | +47.1% | +52.6% | -5.5% | +21.6% |
| 10Y | +110.6% | +261.9% | -151.3% | +35.5% |
| All | +94.9% | +508.5% | -413.5% | +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