+28.9%
FITB vs LDOS
-32.8%
+61.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +0.8% | -3.5% | +4.3% | +1.2% |
| 30D | +7.3% | +9.5% | -2.2% | +6.4% |
| 3M | -6.3% | -6.3% | 0.0% | -5.8% |
| 6M | +12.6% | +2.8% | +9.7% | +12.2% |
| YTD | +18.0% | -26.6% | +44.6% | +18.8% |
| 1Y | +28.9% | -31.3% | +60.2% | +37.2% |
| All | +28.9% | -32.8% | +61.7% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling