+1,348.4%
FERG vs LDOS
+463.3%
+885.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | 0.0% | -5.4% | +5.4% | +0.5% |
| 30D | -10.2% | +4.9% | -15.1% | -10.6% |
| 3M | -0.6% | +7.2% | -7.8% | -1.4% |
| 6M | -6.5% | -24.2% | +17.7% | -4.4% |
| YTD | +4.2% | -25.8% | +30.0% | +6.6% |
| 1Y | -2.3% | -24.7% | +22.5% | -0.1% |
| 3Y | +48.5% | +39.3% | +9.2% | +44.9% |
| 5Y | +72.0% | +43.3% | +28.7% | +67.1% |
| 10Y | +369.9% | +278.6% | +91.3% | +342.9% |
| All | +1,348.4% | +463.3% | +885.1% | +1,295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling