+11,734.7%
FIX vs LDOS
+508.5%
+11,226.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.7% | -15.8% | -15.4% |
| 7D | -18.9% | -2.8% | -16.1% | -18.3% |
| 30D | -36.3% | +13.6% | -49.9% | -40.5% |
| 3M | -38.5% | +4.2% | -42.7% | -40.8% |
| 6M | -42.3% | -8.2% | -34.1% | -42.0% |
| YTD | +17.1% | -24.1% | +41.2% | +27.0% |
| 1Y | +14.4% | -31.2% | +45.6% | +30.4% |
| 3Y | +486.7% | +35.0% | +451.7% | +363.6% |
| 5Y | +1,083.7% | +52.6% | +1,031.1% | +754.7% |
| 10Y | +3,932.4% | +261.9% | +3,670.6% | +1,759.1% |
| All | +11,734.7% | +508.5% | +11,226.2% | +3,714.3% |
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 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