+76.0%
FOXA vs LDOS
+54.4%
+21.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +8.6% | +10.1% | -1.5% | +5.9% |
| 3M | +9.9% | -4.7% | +14.5% | +10.5% |
| 6M | +0.8% | +5.6% | -4.7% | -1.3% |
| YTD | -6.1% | -25.1% | +19.0% | -1.6% |
| 1Y | +3.3% | -31.7% | +35.0% | +10.3% |
| 3Y | +133.5% | +33.7% | +99.8% | +105.9% |
| All | +76.0% | +54.4% | +21.6% | +47.6% |
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