+111.4%
FN vs LDOS
+35.2%
+76.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.1% |
| 7D | -7.0% | -2.8% | -4.2% | -7.0% |
| 30D | -24.7% | +13.6% | -38.3% | -26.9% |
| 3M | -35.7% | +4.2% | -39.9% | -36.7% |
| 6M | -52.4% | -8.2% | -44.2% | -51.3% |
| YTD | -25.0% | -24.1% | -0.9% | -20.2% |
| 1Y | -25.7% | -31.2% | +5.6% | -18.6% |
| All | +111.4% | +35.2% | +76.2% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling