-32.8%
FPS vs LDOS
-28.8%
-4.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.3% | +6.0% |
| 7D | -24.5% | -7.2% | -17.3% | -26.4% |
| 30D | -52.1% | +16.8% | -68.9% | -49.8% |
| 3M | -48.4% | -1.6% | -46.8% | -47.7% |
| 6M | -54.4% | -1.0% | -53.4% | -52.8% |
| All | -32.8% | -28.8% | -4.1% | -32.9% |
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