+3,078.0%
FN vs LDOS
+540.0%
+2,538.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | -7.0% | -2.8% | -4.2% | -6.6% |
| 30D | -24.7% | +13.6% | -38.3% | -28.8% |
| 3M | -35.7% | +4.2% | -39.9% | -37.6% |
| 6M | -52.4% | -8.2% | -44.2% | -51.9% |
| YTD | -25.0% | -24.1% | -0.9% | -19.5% |
| 1Y | -25.7% | -31.2% | +5.6% | -17.1% |
| 3Y | +110.2% | +35.0% | +75.2% | +75.7% |
| 5Y | +192.3% | +52.6% | +139.7% | +127.8% |
| 10Y | +812.3% | +261.9% | +550.4% | +371.7% |
| All | +3,078.0% | +540.0% | +2,538.1% | +799.8% |
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