+1,083.7%
FIX vs LDOS
+52.4%
+1,031.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.7% | -15.8% | -15.2% |
| 7D | -18.9% | -2.8% | -16.1% | -18.6% |
| 30D | -36.3% | +13.6% | -49.9% | -38.5% |
| 3M | -38.5% | +4.2% | -42.7% | -39.6% |
| 6M | -42.3% | -8.2% | -34.1% | -40.9% |
| YTD | +17.1% | -24.1% | +41.2% | +26.7% |
| 1Y | +14.4% | -31.2% | +45.6% | +28.8% |
| 3Y | +486.7% | +35.0% | +451.7% | +395.8% |
| 5Y | +1,083.7% | +52.6% | +1,031.1% | +853.4% |
| All | +1,083.7% | +52.4% | +1,031.3% | +853.4% |
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