+4.4%
FICO vs LDOS
+39.7%
-35.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.8% |
| 7D | -19.2% | -5.4% | -13.8% | -18.0% |
| 30D | -14.6% | +4.9% | -19.5% | -15.8% |
| 3M | -20.1% | +7.2% | -27.3% | -22.1% |
| 6M | -36.3% | -24.2% | -12.1% | -31.4% |
| YTD | -44.9% | -25.8% | -19.1% | -40.6% |
| 1Y | -38.6% | -24.7% | -13.9% | -34.3% |
| All | +4.4% | +39.7% | -35.3% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling