+2.2%
FOXA vs LDOS
-29.6%
+31.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +7.9% | +12.8% | -4.8% | +4.1% |
| 3M | +6.7% | -1.0% | +7.7% | +6.3% |
| 6M | +7.5% | +6.2% | +1.3% | +3.5% |
| YTD | -6.9% | -23.2% | +16.3% | -5.6% |
| 1Y | +2.2% | -29.5% | +31.7% | +4.7% |
| All | +2.2% | -29.6% | +31.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling