-79.1%
FIG vs LDOS
-16.4%
-62.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | -16.3% | -5.4% | -10.9% | -14.6% |
| 30D | -14.3% | +4.9% | -19.2% | -15.9% |
| 3M | +7.2% | +7.2% | 0.0% | +2.4% |
| 6M | -18.6% | -24.2% | +5.6% | -13.5% |
| YTD | -35.5% | -25.8% | -9.7% | -30.9% |
| 1Y | -55.8% | -24.7% | -31.1% | -49.3% |
| All | -79.1% | -16.4% | -62.7% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling