+5,892.0%
FIX vs LDOS
+278.0%
+5,614.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.0% | -5.4% | +11.4% | +8.6% |
| 30D | -7.2% | +4.9% | -12.1% | -9.6% |
| 3M | -15.9% | +7.2% | -23.0% | -19.7% |
| 6M | +12.7% | -24.2% | +37.0% | +26.4% |
| YTD | +72.8% | -25.8% | +98.6% | +93.1% |
| 1Y | +122.9% | -24.7% | +147.6% | +146.6% |
| 3Y | +774.3% | +39.3% | +735.0% | +572.7% |
| 5Y | +2,049.5% | +43.3% | +2,006.2% | +1,481.8% |
| All | +5,892.0% | +278.0% | +5,614.0% | +2,691.3% |
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