-83.7%
FIG vs LDOS
-16.3%
-67.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.0% |
| 7D | -13.1% | -7.2% | -5.9% | -10.4% |
| 30D | -13.0% | +16.8% | -29.8% | -18.3% |
| 3M | -21.5% | -1.6% | -19.9% | -21.2% |
| 6M | -2.5% | -1.0% | -1.5% | -4.9% |
| YTD | -49.7% | -25.8% | -23.9% | -46.3% |
| 1Y | -59.1% | -31.1% | -28.0% | -56.1% |
| All | -83.7% | -16.3% | -67.4% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling