+26.9%
FISV vs LDOS
+254.8%
-228.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +8.4% | +1.9% | +6.6% | +7.6% |
| 30D | +38.8% | +12.8% | +26.0% | +31.3% |
| 3M | +21.3% | -1.0% | +22.3% | +20.9% |
| 6M | +14.1% | +6.2% | +7.9% | +10.1% |
| YTD | -5.7% | -23.2% | +17.5% | +2.6% |
| 1Y | -0.8% | -29.5% | +28.7% | +12.0% |
| 3Y | -47.9% | +37.1% | -84.9% | -59.2% |
| 5Y | -36.8% | +55.6% | -92.5% | -55.1% |
| 10Y | +26.9% | +249.4% | -222.5% | -31.0% |
| All | +26.9% | +254.8% | -228.0% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling