+434.6%
FERG vs LDOS
+248.5%
+186.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -2.1% | -7.2% | +5.1% | -1.1% |
| 30D | +8.7% | +16.8% | -8.2% | +6.1% |
| 3M | -7.4% | -1.6% | -5.8% | -7.4% |
| 6M | -6.6% | -1.0% | -5.7% | -6.9% |
| YTD | +6.6% | -25.8% | +32.4% | +10.4% |
| 1Y | -3.6% | -31.1% | +27.5% | +0.9% |
| 3Y | +56.4% | +32.8% | +23.6% | +50.2% |
| 5Y | +67.5% | +49.4% | +18.1% | +58.6% |
| All | +434.6% | +248.5% | +186.1% | +334.1% |
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