+86.2%
FERG vs LDOS
+52.3%
+33.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | +6.4% | -1.3% | +7.7% | +6.8% |
| 30D | +19.9% | +10.1% | +9.8% | +16.9% |
| 3M | +5.6% | -4.7% | +10.2% | +6.6% |
| 6M | +9.2% | +5.6% | +3.7% | +7.1% |
| YTD | +20.6% | -25.1% | +45.7% | +28.5% |
| 1Y | +5.7% | -31.7% | +37.4% | +15.6% |
| 3Y | +73.6% | +33.7% | +39.9% | +52.6% |
| 5Y | +86.2% | +54.4% | +31.8% | +56.5% |
| All | +86.2% | +52.3% | +33.9% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling