+291.7%
FITB vs LDOS
+278.0%
+13.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.6% | -5.4% | +6.0% | +3.3% |
| 30D | -4.7% | +4.9% | -9.6% | -7.4% |
| 3M | +6.7% | +7.2% | -0.5% | +1.8% |
| 6M | +12.6% | -24.2% | +36.8% | +27.5% |
| YTD | +19.1% | -25.8% | +44.9% | +34.4% |
| 1Y | +22.6% | -24.7% | +47.3% | +36.9% |
| 3Y | +127.1% | +39.3% | +87.8% | +67.8% |
| 5Y | +71.8% | +43.3% | +28.5% | +20.7% |
| All | +291.7% | +278.0% | +13.6% | +91.3% |
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 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