+127.8%
FFIV vs LDOS
+248.5%
-120.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -8.1% | -7.2% | -0.9% | -6.3% |
| 30D | -33.4% | +16.8% | -50.2% | -36.6% |
| 3M | -24.7% | -1.6% | -23.2% | -24.9% |
| 6M | -8.8% | -1.0% | -7.9% | -9.6% |
| YTD | +21.8% | -25.8% | +47.5% | +31.4% |
| 1Y | +25.3% | -31.1% | +56.4% | +38.4% |
| 3Y | +101.2% | +32.8% | +68.4% | +73.5% |
| 5Y | +40.2% | +49.4% | -9.2% | +13.8% |
| All | +127.8% | +248.5% | -120.7% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling