+47.5%
FITB vs LDOS
+48.3%
-0.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | +9.8% | +8.2% | +1.5% | +7.3% |
| 3M | -5.2% | -8.2% | +3.0% | -3.2% |
| 6M | +17.3% | +5.8% | +11.5% | +14.4% |
| YTD | +19.3% | -27.0% | +46.3% | +29.3% |
| 1Y | +32.7% | -31.0% | +63.7% | +46.8% |
| 3Y | +141.6% | +29.3% | +112.3% | +99.8% |
| All | +47.5% | +48.3% | -0.8% | +15.1% |
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