+141.6%
FITB vs LDOS
+30.5%
+111.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.1% |
| 30D | +9.8% | +8.2% | +1.5% | +8.2% |
| 3M | -5.2% | -8.2% | +3.0% | -3.8% |
| 6M | +17.3% | +5.8% | +11.5% | +15.5% |
| YTD | +19.3% | -27.0% | +46.3% | +26.3% |
| 1Y | +32.7% | -31.0% | +63.7% | +42.6% |
| 3Y | +141.6% | +29.3% | +112.3% | +113.7% |
| All | +141.6% | +30.5% | +111.1% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling