-83.9%
FIG vs LDOS
-13.5%
-70.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | -11.4% | +1.9% | -13.3% | -12.1% |
| 30D | -17.2% | +12.8% | -30.0% | -21.2% |
| 3M | -26.6% | -1.0% | -25.6% | -26.7% |
| 6M | -9.8% | +6.2% | -16.0% | -14.3% |
| YTD | -50.1% | -23.2% | -26.9% | -47.6% |
| 1Y | -58.1% | -29.5% | -28.6% | -55.7% |
| All | -83.9% | -13.5% | -70.4% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling