+2,534.4%
FICO vs LDOS
+494.7%
+2,039.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.9% |
| 7D | -19.2% | -5.4% | -13.8% | -17.1% |
| 30D | -14.6% | +4.9% | -19.5% | -16.8% |
| 3M | -20.1% | +7.2% | -27.3% | -23.5% |
| 6M | -36.3% | -24.2% | -12.1% | -28.1% |
| YTD | -44.9% | -25.8% | -19.1% | -37.8% |
| 1Y | -38.6% | -24.7% | -13.9% | -31.5% |
| 3Y | +4.0% | +39.3% | -35.3% | -17.3% |
| 5Y | +99.5% | +43.3% | +56.2% | +51.7% |
| 10Y | +604.7% | +278.6% | +326.1% | +228.8% |
| All | +2,534.4% | +494.7% | +2,039.6% | +802.0% |
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 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