+54.5%
LDOS vs FGI
-70.3%
+124.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -11.6% | +7.9% | -3.6% |
| 30D | +16.4% | -3.3% | +19.7% | +16.4% |
| 3M | +7.4% | +65.6% | -58.2% | +5.9% |
| 6M | -0.3% | -2.8% | +2.4% | -1.3% |
| YTD | -24.0% | +30.1% | -54.2% | -25.2% |
| 1Y | -29.6% | +50.2% | -79.7% | -31.0% |
| 3Y | +35.1% | -0.4% | +35.6% | +32.7% |
| All | +54.5% | -70.3% | +124.9% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling