+363.2%
FERG vs LDOS
+274.0%
+89.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | 0.0% | -5.4% | +5.4% | +0.8% |
| 30D | -10.2% | +4.9% | -15.1% | -10.9% |
| 3M | -0.6% | +7.2% | -7.8% | -1.8% |
| 6M | -6.5% | -24.2% | +17.7% | -3.1% |
| YTD | +4.2% | -25.8% | +30.0% | +8.0% |
| 1Y | -2.3% | -24.7% | +22.5% | +1.1% |
| 3Y | +48.5% | +39.3% | +9.2% | +42.1% |
| 5Y | +72.0% | +43.3% | +28.7% | +63.5% |
| All | +363.2% | +274.0% | +89.2% | +295.7% |
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 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