+26.5%
FFIV vs LDOS
-31.3%
+57.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | -14.2% | -3.7% | -10.5% | -14.0% |
| 30D | -33.6% | +16.4% | -50.0% | -35.0% |
| 3M | -24.2% | +7.4% | -31.6% | -25.1% |
| 6M | -8.3% | -0.3% | -8.0% | -7.0% |
| YTD | +22.1% | -24.0% | +46.1% | +30.6% |
| 1Y | +26.5% | -29.6% | +56.0% | +37.0% |
| All | +26.5% | -31.3% | +57.8% | +37.0% |
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