-31.0%
LDOS vs FIGR
-30.4%
-0.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.4% |
| 7D | -1.6% | +11.0% | -12.6% | -1.9% |
| 30D | +8.2% | +0.7% | +7.6% | +8.2% |
| 3M | -8.2% | -20.9% | +12.7% | -7.8% |
| 6M | +5.8% | -37.7% | +43.6% | +6.9% |
| YTD | -27.0% | -38.2% | +11.3% | -27.8% |
| 1Y | -31.0% | -27.1% | -3.9% | -32.0% |
| All | -31.0% | -30.4% | -0.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling