+983.7%
FFIV vs LDOS
+509.1%
+474.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | -14.2% | -3.7% | -10.5% | -13.2% |
| 30D | -33.6% | +16.4% | -50.0% | -37.5% |
| 3M | -24.2% | +7.4% | -31.6% | -26.9% |
| 6M | -8.3% | -0.3% | -8.0% | -9.7% |
| YTD | +22.1% | -24.0% | +46.1% | +32.2% |
| 1Y | +26.5% | -29.6% | +56.0% | +40.9% |
| 3Y | +102.3% | +35.1% | +67.2% | +69.1% |
| 5Y | +40.6% | +52.9% | -12.3% | +9.3% |
| 10Y | +129.7% | +262.2% | -132.5% | +15.7% |
| All | +983.7% | +509.1% | +474.7% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling