+160.5%
FIS vs LDOS
+494.7%
-334.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.1% | -5.4% | +6.5% | +3.2% |
| 30D | -2.2% | +4.9% | -7.1% | -4.3% |
| 3M | +2.1% | +7.2% | -5.0% | -1.4% |
| 6M | -14.7% | -24.2% | +9.6% | -5.8% |
| YTD | -35.7% | -25.8% | -9.9% | -28.9% |
| 1Y | -37.1% | -24.7% | -12.3% | -31.0% |
| 3Y | -20.0% | +39.3% | -59.3% | -34.4% |
| 5Y | -62.1% | +43.3% | -105.4% | -70.0% |
| 10Y | -37.4% | +278.6% | -316.0% | -66.8% |
| All | +160.5% | +494.7% | -334.2% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling