+215.9%
FITB vs LDOS
+241.3%
-25.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.6% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | +7.0% | +10.1% | -3.1% | +1.9% |
| 3M | -4.8% | -4.7% | -0.1% | -3.3% |
| 6M | +13.5% | +5.6% | +8.0% | +8.5% |
| YTD | +19.1% | -25.1% | +44.2% | +33.1% |
| 1Y | +30.8% | -31.7% | +62.4% | +53.7% |
| 3Y | +141.6% | +33.7% | +107.9% | +82.1% |
| 5Y | +48.3% | +54.4% | -6.1% | -1.5% |
| 10Y | +215.9% | +236.4% | -20.5% | +55.6% |
| All | +215.9% | +241.3% | -25.3% | +55.6% |
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