-62.2%
FIS vs LDOS
+43.9%
-106.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.1% | -5.4% | +6.5% | +2.5% |
| 30D | -2.2% | +4.9% | -7.1% | -3.6% |
| 3M | +2.1% | +7.2% | -5.0% | -0.2% |
| 6M | -14.7% | -24.2% | +9.6% | -8.6% |
| YTD | -35.7% | -25.8% | -9.9% | -31.0% |
| 1Y | -37.1% | -24.7% | -12.3% | -32.9% |
| 3Y | -20.0% | +39.3% | -59.3% | -33.3% |
| All | -62.2% | +43.9% | -106.1% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling