+36.6%
FFIV vs LDOS
-27.6%
+64.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -9.8% | -2.8% | -7.0% | -9.7% |
| 30D | -28.1% | +13.6% | -41.7% | -29.3% |
| 3M | -20.0% | +4.2% | -24.2% | -20.6% |
| 6M | -0.1% | -8.2% | +8.1% | +3.2% |
| YTD | +29.2% | -24.1% | +53.3% | +38.2% |
| 1Y | +36.6% | -31.2% | +67.8% | +46.7% |
| All | +36.6% | -27.6% | +64.2% | +46.7% |
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