-22.6%
FPS vs LDOS
-27.1%
+4.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.7% | -18.0% | -17.0% |
| 7D | -23.3% | -2.8% | -20.5% | -24.0% |
| 30D | -42.4% | +13.6% | -56.0% | -39.9% |
| 3M | -43.0% | +4.2% | -47.3% | -41.4% |
| 6M | -44.5% | -8.2% | -36.3% | -42.8% |
| All | -22.6% | -27.1% | +4.5% | -22.1% |
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