+3,759.0%
FIX vs LDOS
+241.3%
+3,517.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +6.0% |
| 7D | +6.4% | -1.3% | +7.8% | +6.9% |
| 30D | -29.1% | +10.1% | -39.2% | -32.5% |
| 3M | -31.1% | -4.7% | -26.5% | -30.8% |
| 6M | -42.8% | +5.6% | -48.4% | -45.8% |
| YTD | +24.6% | -25.1% | +49.7% | +36.9% |
| 1Y | +21.9% | -31.7% | +53.6% | +40.7% |
| 3Y | +524.9% | +33.7% | +491.2% | +385.9% |
| 5Y | +1,092.2% | +54.4% | +1,037.8% | +727.1% |
| 10Y | +3,759.0% | +236.4% | +3,522.6% | +1,676.9% |
| All | +3,759.0% | +241.3% | +3,517.8% | +1,676.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling