+213.8%
FFIV vs LDOS
+278.0%
-64.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -1.0% | -5.4% | +4.5% | +0.7% |
| 30D | -5.1% | +4.9% | -10.0% | -6.6% |
| 3M | -4.5% | +7.2% | -11.6% | -7.0% |
| 6M | +36.5% | -24.2% | +60.7% | +47.8% |
| YTD | +53.0% | -25.8% | +78.8% | +65.9% |
| 1Y | +24.2% | -24.7% | +48.9% | +33.8% |
| 3Y | +137.2% | +39.3% | +97.9% | +102.2% |
| 5Y | +91.8% | +43.3% | +48.5% | +58.9% |
| All | +213.8% | +278.0% | -64.2% | +88.7% |
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