+96.5%
FOXA vs LDOS
+141.5%
-44.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | +7.9% | +12.8% | -4.8% | +3.3% |
| 3M | +6.7% | -1.0% | +7.7% | +6.3% |
| 6M | +7.5% | +6.2% | +1.3% | +4.3% |
| YTD | -6.9% | -23.2% | +16.3% | -0.2% |
| 1Y | +2.2% | -29.5% | +31.7% | +12.9% |
| 3Y | +131.4% | +37.1% | +94.3% | +91.2% |
| 5Y | +76.2% | +55.6% | +20.6% | +34.2% |
| All | +96.5% | +141.5% | -44.9% | +27.2% |
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