+17,363.3%
FIX vs LDOS
+494.7%
+16,868.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.0% | -5.4% | +11.4% | +8.7% |
| 30D | -7.2% | +4.9% | -12.1% | -9.7% |
| 3M | -15.9% | +7.2% | -23.0% | -20.0% |
| 6M | +12.7% | -24.2% | +37.0% | +25.7% |
| YTD | +72.8% | -25.8% | +98.6% | +92.2% |
| 1Y | +122.9% | -24.7% | +147.6% | +145.6% |
| 3Y | +774.3% | +39.3% | +735.0% | +586.7% |
| 5Y | +2,049.5% | +43.3% | +2,006.2% | +1,523.6% |
| 10Y | +5,821.5% | +278.6% | +5,542.9% | +2,601.0% |
| All | +17,363.3% | +494.7% | +16,868.6% | +5,669.8% |
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