+4.9%
FERG vs LDOS
-30.4%
+35.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.3% | +8.9% | +10.8% |
| 7D | +7.3% | -5.8% | +13.2% | +8.3% |
| 30D | +18.1% | +11.6% | +6.6% | +16.0% |
| 3M | +1.6% | -1.0% | +2.6% | +1.6% |
| 6M | +8.5% | +5.1% | +3.5% | +7.4% |
| YTD | +18.6% | -24.0% | +42.6% | +19.8% |
| All | +4.9% | -30.4% | +35.3% | +10.7% |
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