+156.1%
FITB vs LDOS
+494.7%
-338.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +0.6% | -5.4% | +6.0% | +3.5% |
| 30D | -4.7% | +4.9% | -9.6% | -7.7% |
| 3M | +6.7% | +7.2% | -0.5% | +1.2% |
| 6M | +12.6% | -24.2% | +36.8% | +28.1% |
| YTD | +19.1% | -25.8% | +44.9% | +35.1% |
| 1Y | +22.6% | -24.7% | +47.3% | +37.5% |
| 3Y | +127.1% | +39.3% | +87.8% | +70.3% |
| 5Y | +71.8% | +43.3% | +28.5% | +23.0% |
| 10Y | +287.2% | +278.6% | +8.6% | +55.9% |
| All | +156.1% | +494.7% | -338.7% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling