+48.9%
FITB vs LDOS
+51.2%
-2.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.8% |
| 7D | -1.1% | -5.8% | +4.7% | +0.5% |
| 30D | +7.3% | +11.6% | -4.2% | +4.1% |
| 3M | -4.0% | -1.0% | -3.0% | -4.1% |
| 6M | +11.9% | +5.1% | +6.8% | +9.6% |
| YTD | +19.0% | -24.0% | +43.0% | +27.5% |
| 1Y | +31.0% | -30.3% | +61.3% | +44.8% |
| 3Y | +143.8% | +37.0% | +106.8% | +98.0% |
| 5Y | +48.9% | +53.4% | -4.5% | +16.9% |
| All | +48.9% | +51.2% | -2.3% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling