-55.8%
FIG vs LDOS
-24.0%
-31.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | -16.3% | -5.4% | -10.9% | -14.0% |
| 30D | -14.3% | +4.9% | -19.2% | -16.6% |
| 3M | +7.2% | +7.2% | 0.0% | +1.5% |
| 6M | -18.6% | -24.2% | +5.6% | -7.7% |
| YTD | -35.5% | -25.8% | -9.7% | -27.5% |
| 1Y | -55.8% | -24.7% | -31.1% | -51.9% |
| All | -55.8% | -24.0% | -31.8% | -51.9% |
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