-54.5%
FIS vs LDOS
+248.5%
-302.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.3% |
| 7D | -25.5% | -7.2% | -18.3% | -23.3% |
| 30D | -15.1% | +16.8% | -31.9% | -20.3% |
| 3M | -32.1% | -1.6% | -30.5% | -31.9% |
| 6M | -36.1% | -1.0% | -35.1% | -36.5% |
| YTD | -55.4% | -25.8% | -29.6% | -50.6% |
| 1Y | -53.9% | -31.1% | -22.8% | -47.4% |
| 3Y | -39.8% | +32.8% | -72.6% | -51.2% |
| 5Y | -71.1% | +49.4% | -120.5% | -78.6% |
| All | -54.5% | +248.5% | -302.9% | -73.3% |
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 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