+101.8%
FXI vs LDOS
+494.7%
-393.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +1.0% | -5.4% | +6.5% | +3.0% |
| 30D | -0.6% | +4.9% | -5.4% | -2.5% |
| 3M | +1.9% | +7.2% | -5.3% | -1.5% |
| 6M | -0.2% | -24.2% | +24.1% | +9.2% |
| YTD | -5.6% | -25.8% | +20.2% | +3.0% |
| 1Y | -4.7% | -24.7% | +20.0% | +3.1% |
| 3Y | +38.0% | +39.3% | -1.3% | +12.4% |
| 5Y | -2.7% | +43.3% | -46.0% | -24.2% |
| 10Y | +19.9% | +278.6% | -258.7% | -48.1% |
| All | +101.8% | +494.7% | -393.0% | -38.6% |
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