+655.5%
FN vs LDOS
+256.7%
+398.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.1% | -14.3% | -14.3% |
| 7D | -16.0% | -3.7% | -12.3% | -15.4% |
| 30D | -40.1% | +16.4% | -56.5% | -43.4% |
| 3M | -43.9% | +7.4% | -51.3% | -46.0% |
| 6M | -55.6% | -0.3% | -55.3% | -56.4% |
| YTD | -35.7% | -24.0% | -11.6% | -31.2% |
| 1Y | -39.8% | -29.6% | -10.3% | -33.7% |
| 3Y | +80.3% | +35.1% | +45.1% | +52.0% |
| 5Y | +143.3% | +52.9% | +90.4% | +91.8% |
| All | +655.5% | +256.7% | +398.8% | +354.9% |
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