-55.5%
FIS vs LDOS
-32.8%
-22.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.6% |
| 7D | -3.5% | -3.5% | 0.0% | -2.7% |
| 30D | -19.4% | +9.5% | -29.0% | -21.4% |
| 3M | -31.6% | -6.3% | -25.3% | -30.7% |
| 6M | -32.5% | +2.8% | -35.4% | -33.6% |
| YTD | -56.0% | -26.6% | -29.3% | -52.6% |
| 1Y | -55.5% | -31.3% | -24.3% | -51.5% |
| All | -55.5% | -32.8% | -22.7% | -51.5% |
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