+84.9%
FIS vs LDOS
+509.1%
-424.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -21.2% | -3.7% | -17.5% | -20.1% |
| 30D | -12.1% | +16.4% | -28.4% | -17.3% |
| 3M | -30.6% | +7.4% | -38.0% | -32.9% |
| 6M | -35.5% | -0.3% | -35.2% | -36.1% |
| YTD | -54.4% | -24.0% | -30.3% | -50.1% |
| 1Y | -52.9% | -29.6% | -23.3% | -47.0% |
| 3Y | -38.7% | +35.1% | -73.8% | -49.1% |
| 5Y | -70.4% | +52.9% | -123.3% | -77.2% |
| 10Y | -52.8% | +262.2% | -315.0% | -74.5% |
| All | +84.9% | +509.1% | -424.2% | -25.7% |
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