+90.8%
FOXA vs LDOS
+133.3%
-42.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | -4.0% | -5.4% | +1.4% | -2.2% |
| 30D | +12.0% | +4.9% | +7.1% | +9.9% |
| 3M | +0.3% | +7.2% | -6.9% | -2.4% |
| 6M | +12.5% | -24.2% | +36.7% | +22.6% |
| YTD | -9.6% | -25.8% | +16.2% | -1.4% |
| 1Y | +8.6% | -24.7% | +33.3% | +17.5% |
| 3Y | +118.5% | +39.3% | +79.3% | +79.5% |
| 5Y | +88.8% | +43.3% | +45.4% | +49.2% |
| All | +90.8% | +133.3% | -42.5% | +25.6% |
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 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