+221.4%
LDOS vs FDS
+127.7%
+93.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.6% | +1.5% | -3.1% | -2.2% |
| 30D | +8.2% | +14.8% | -6.6% | +3.0% |
| 3M | -8.2% | +16.3% | -24.5% | -13.4% |
| 6M | +5.8% | +66.2% | -60.4% | -13.4% |
| YTD | -27.0% | +16.2% | -43.2% | -32.6% |
| 1Y | -31.0% | +21.8% | -52.8% | -37.7% |
| 3Y | +29.3% | -23.9% | +53.2% | +36.9% |
| 5Y | +48.7% | -23.1% | +71.8% | +53.8% |
| All | +221.4% | +127.7% | +93.7% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling