-3.6%
FERG vs LDOS
-31.2%
+27.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -2.1% | -7.2% | +5.1% | -1.0% |
| 30D | +8.7% | +16.8% | -8.2% | +5.9% |
| 3M | -7.4% | -1.6% | -5.8% | -7.4% |
| 6M | -6.6% | -1.0% | -5.7% | -6.7% |
| YTD | +6.6% | -25.8% | +32.4% | +8.2% |
| 1Y | -3.6% | -31.1% | +27.5% | +1.7% |
| All | -3.6% | -31.2% | +27.6% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling