+894.6%
FIX vs LDOS
+52.0%
+842.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.1% | -11.7% | -11.6% |
| 7D | -27.2% | -3.7% | -23.5% | -26.8% |
| 30D | -46.9% | +16.4% | -63.3% | -49.0% |
| 3M | -44.4% | +7.4% | -51.8% | -45.9% |
| 6M | -50.9% | -0.3% | -50.6% | -51.0% |
| YTD | +3.5% | -24.0% | +27.6% | +12.0% |
| 1Y | -2.1% | -29.6% | +27.5% | +9.3% |
| 3Y | +418.7% | +35.1% | +383.6% | +338.2% |
| 5Y | +894.6% | +52.9% | +841.6% | +699.4% |
| All | +894.6% | +52.0% | +842.6% | +699.4% |
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