-38.4%
FIS vs LDOS
+35.4%
-73.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -21.2% | -3.7% | -17.5% | -20.5% |
| 30D | -12.1% | +16.4% | -28.4% | -14.8% |
| 3M | -30.6% | +7.4% | -38.0% | -31.7% |
| 6M | -35.5% | -0.3% | -35.2% | -35.8% |
| YTD | -54.4% | -24.0% | -30.3% | -52.3% |
| 1Y | -52.9% | -29.6% | -23.3% | -50.2% |
| All | -38.4% | +35.4% | -73.7% | -47.2% |
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