+8.1%
FPS vs LDOS
-28.8%
+36.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.5% |
| 7D | +3.1% | -5.4% | +8.5% | +2.3% |
| 30D | -18.6% | +4.9% | -23.4% | -17.8% |
| 3M | -51.5% | +7.2% | -58.6% | -50.0% |
| 6M | -8.5% | -24.2% | +15.7% | -9.9% |
| All | +8.1% | -28.8% | +36.9% | +6.4% |
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