+289.3%
FN vs LDOS
+43.9%
+245.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -1.7% | -5.4% | +3.7% | -0.3% |
| 30D | -22.0% | +4.9% | -26.9% | -23.1% |
| 3M | -43.0% | +7.2% | -50.2% | -44.1% |
| 6M | -27.7% | -24.2% | -3.5% | -22.4% |
| YTD | -10.5% | -25.8% | +15.3% | -4.0% |
| 1Y | +12.5% | -24.7% | +37.2% | +20.3% |
| 3Y | +153.8% | +39.3% | +114.5% | +124.4% |
| All | +289.3% | +43.9% | +245.4% | +217.4% |
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