+511.9%
LDOS vs FDS
+743.3%
-231.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.3% |
| 7D | -2.8% | +9.4% | -12.2% | -5.8% |
| 30D | +13.6% | +23.8% | -10.2% | +5.4% |
| 3M | +4.2% | +25.1% | -20.9% | -4.1% |
| 6M | -8.2% | +53.8% | -62.0% | -22.4% |
| YTD | -24.1% | +19.6% | -43.6% | -30.5% |
| 1Y | -31.2% | +31.6% | -62.9% | -39.4% |
| 3Y | +35.0% | -20.0% | +55.0% | +39.0% |
| 5Y | +52.6% | -18.6% | +71.2% | +53.7% |
| 10Y | +261.9% | +149.8% | +112.1% | +136.0% |
| All | +511.9% | +743.3% | -231.4% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling