+498.1%
LDOS vs FDS
+644.1%
-146.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.7% |
| 7D | -5.4% | -1.9% | -3.5% | -4.9% |
| 30D | +4.9% | +9.0% | -4.1% | +1.6% |
| 3M | +7.2% | +18.9% | -11.7% | +0.1% |
| 6M | -24.2% | +35.1% | -59.4% | -33.0% |
| YTD | -25.8% | +5.5% | -31.3% | -28.9% |
| 1Y | -24.7% | -16.8% | -7.9% | -22.2% |
| 3Y | +39.3% | -28.1% | +67.3% | +49.1% |
| 5Y | +43.3% | -17.4% | +60.7% | +43.3% |
| 10Y | +278.6% | +85.4% | +193.1% | +173.9% |
| All | +498.1% | +644.1% | -146.1% | +191.3% |
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