+39.3%
FFIV vs LDOS
+49.1%
-9.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -8.1% | -7.2% | -0.9% | -6.8% |
| 30D | -33.4% | +16.8% | -50.2% | -35.7% |
| 3M | -24.7% | -1.6% | -23.2% | -24.8% |
| 6M | -8.8% | -1.0% | -7.9% | -9.1% |
| YTD | +21.8% | -25.8% | +47.5% | +29.7% |
| 1Y | +25.3% | -31.1% | +56.4% | +35.9% |
| 3Y | +101.2% | +32.8% | +68.4% | +79.6% |
| All | +39.3% | +49.1% | -9.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling