+33.2%
FFIV vs LDOS
-31.4%
+64.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | -32.4% | +10.1% | -42.5% | -33.4% |
| 3M | -22.7% | -4.7% | -18.0% | -22.2% |
| 6M | -10.7% | +5.6% | -16.3% | -10.8% |
| YTD | +25.4% | -25.1% | +50.5% | +34.3% |
| All | +33.2% | -31.4% | +64.7% | +45.4% |
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