-18.5%
FIS vs LDOS
+39.7%
-58.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.1% | -5.4% | +6.5% | +2.2% |
| 30D | -2.2% | +4.9% | -7.1% | -3.3% |
| 3M | +2.1% | +7.2% | -5.0% | +0.3% |
| 6M | -14.7% | -24.2% | +9.6% | -10.5% |
| YTD | -35.7% | -25.8% | -9.9% | -32.3% |
| 1Y | -37.1% | -24.7% | -12.3% | -34.0% |
| All | -18.5% | +39.7% | -58.2% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling