+35.8%
LDOS vs FGI
+2.3%
+33.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +0.7% |
| 7D | -2.8% | +3.3% | -6.2% | -2.8% |
| 30D | +13.6% | -2.0% | +15.6% | +13.6% |
| 3M | +4.2% | +60.3% | -56.0% | +3.5% |
| 6M | -8.2% | +0.7% | -9.0% | -8.8% |
| YTD | -24.1% | +30.2% | -54.3% | -24.4% |
| 1Y | -31.2% | +44.4% | -75.6% | -31.5% |
| All | +35.8% | +2.3% | +33.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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