-51.7%
FIG vs LDOS
-27.6%
-24.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.9% |
| 7D | -4.7% | -2.8% | -1.8% | -3.3% |
| 30D | +0.5% | +13.6% | -13.0% | -5.7% |
| 3M | -18.4% | +4.2% | -22.6% | -20.3% |
| 6M | +10.9% | -8.2% | +19.1% | +12.6% |
| YTD | -40.8% | -24.1% | -16.7% | -35.9% |
| 1Y | -51.7% | -31.2% | -20.5% | -43.1% |
| All | -51.7% | -27.6% | -24.1% | -43.1% |
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 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