-57.4%
FIG vs LDOS
-31.1%
-26.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +3.0% |
| 7D | -14.3% | -1.3% | -13.0% | -13.8% |
| 30D | -13.6% | +10.1% | -23.7% | -17.8% |
| 3M | -23.7% | -4.7% | -19.1% | -22.4% |
| 6M | -5.4% | +5.6% | -11.0% | -10.4% |
| YTD | -49.2% | -25.1% | -24.1% | -44.8% |
| 1Y | -57.4% | -31.7% | -25.7% | -49.2% |
| All | -57.4% | -31.1% | -26.3% | -49.2% |
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