+419.5%
FISV vs LDOS
+495.0%
-75.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | +25.7% | -7.2% | +32.9% | +28.9% |
| 30D | +38.8% | +16.8% | +21.9% | +29.8% |
| 3M | +16.2% | -1.6% | +17.8% | +16.2% |
| 6M | +12.1% | -1.0% | +13.0% | +11.4% |
| YTD | -6.4% | -25.8% | +19.4% | +3.0% |
| 1Y | +2.0% | -31.1% | +33.1% | +15.5% |
| 3Y | -47.4% | +32.8% | -80.2% | -56.4% |
| 5Y | -37.3% | +49.4% | -86.7% | -51.7% |
| 10Y | +28.4% | +253.9% | -225.5% | -30.2% |
| All | +419.5% | +495.0% | -75.6% | +115.3% |
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