+424.7%
FISV vs LDOS
+508.8%
-84.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.1% |
| 7D | +22.3% | -5.8% | +28.1% | +24.7% |
| 30D | +39.2% | +11.6% | +27.6% | +32.7% |
| 3M | +21.2% | -1.0% | +22.2% | +20.9% |
| 6M | +14.5% | +5.1% | +9.4% | +11.2% |
| YTD | -5.4% | -24.0% | +18.6% | +3.1% |
| 1Y | -0.3% | -30.3% | +30.0% | +12.4% |
| 3Y | -46.8% | +37.0% | -83.7% | -56.4% |
| 5Y | -36.2% | +53.4% | -89.6% | -51.3% |
| 10Y | +26.4% | +252.0% | -225.6% | -31.2% |
| All | +424.7% | +508.8% | -84.1% | +115.5% |
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