-53.9%
FIS vs LDOS
-31.2%
-22.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -25.5% | -7.2% | -18.3% | -24.0% |
| 30D | -15.1% | +16.8% | -31.9% | -18.4% |
| 3M | -32.1% | -1.6% | -30.5% | -32.0% |
| 6M | -36.1% | -1.0% | -35.1% | -36.3% |
| YTD | -55.4% | -25.8% | -29.6% | -52.0% |
| 1Y | -53.9% | -31.1% | -22.8% | -50.0% |
| All | -53.9% | -31.2% | -22.7% | -50.0% |
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