+96.5%
FXI vs LDOS
+509.1%
-412.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.9% | -3.7% | +10.6% | +8.2% |
| 30D | +3.5% | +16.4% | -12.9% | -2.3% |
| 3M | -3.2% | +7.4% | -10.6% | -6.2% |
| 6M | -3.5% | -0.3% | -3.2% | -4.8% |
| YTD | -8.1% | -24.0% | +16.0% | -0.9% |
| 1Y | -10.5% | -29.6% | +19.0% | -0.8% |
| 3Y | +43.0% | +35.1% | +7.9% | +18.0% |
| 5Y | -0.1% | +52.9% | -53.0% | -24.4% |
| 10Y | +22.7% | +262.2% | -239.5% | -45.4% |
| All | +96.5% | +509.1% | -412.6% | -40.9% |
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 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