+50.9%
LDOS vs FGI
-70.4%
+121.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.4% |
| 7D | -5.4% | +0.5% | -6.0% | -5.4% |
| 30D | +4.9% | +65.4% | -60.5% | +3.5% |
| 3M | +7.2% | +23.5% | -16.3% | +6.0% |
| 6M | -24.2% | +60.5% | -84.8% | -25.6% |
| YTD | -25.8% | +30.0% | -55.8% | -27.0% |
| 1Y | -24.7% | +82.1% | -106.8% | -26.8% |
| 3Y | +39.3% | -4.4% | +43.7% | +37.1% |
| All | +50.9% | -70.4% | +121.3% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling