-31.3%
LDOS vs FIGR
-29.5%
-1.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.3% |
| 7D | -3.5% | +22.8% | -26.3% | -4.1% |
| 30D | +9.5% | -5.8% | +15.3% | +9.7% |
| 3M | -6.3% | -16.3% | +10.0% | -6.1% |
| 6M | +2.8% | -35.0% | +37.8% | +3.7% |
| YTD | -26.6% | -37.1% | +10.5% | -27.4% |
| 1Y | -31.3% | -31.2% | -0.1% | -32.3% |
| All | -31.3% | -29.5% | -1.8% | -32.3% |
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