+35.9%
LDOS vs FDS
-20.2%
+56.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.7% | +6.4% | -10.1% | -5.0% |
| 30D | +16.4% | +25.2% | -8.8% | +10.8% |
| 3M | +7.4% | +22.9% | -15.5% | +2.4% |
| 6M | -0.3% | +56.5% | -56.8% | -9.9% |
| YTD | -24.0% | +19.0% | -43.0% | -29.7% |
| 1Y | -29.6% | +32.7% | -62.3% | -35.8% |
| All | +35.9% | -20.2% | +56.1% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling