-55.5%
FIS vs LDOS
+254.8%
-310.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -27.4% | +1.9% | -29.3% | -28.0% |
| 30D | -16.8% | +12.8% | -29.6% | -20.9% |
| 3M | -32.6% | -1.0% | -31.6% | -32.6% |
| 6M | -33.4% | +6.2% | -39.6% | -35.7% |
| YTD | -56.0% | -23.2% | -32.8% | -52.0% |
| 1Y | -55.1% | -29.5% | -25.6% | -49.2% |
| 3Y | -41.4% | +37.1% | -78.5% | -53.2% |
| 5Y | -72.7% | +55.6% | -128.3% | -80.1% |
| 10Y | -55.5% | +249.4% | -304.9% | -74.1% |
| All | -55.5% | +254.8% | -310.3% | -74.1% |
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