-27.3%
LDOS vs FIGR
-36.9%
+9.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -2.6% |
| 7D | -7.2% | +5.3% | -12.5% | -7.4% |
| 30D | +16.8% | -17.9% | +34.7% | +17.6% |
| 3M | -1.6% | -20.5% | +19.0% | -1.3% |
| 6M | -1.0% | -40.2% | +39.2% | +0.1% |
| YTD | -25.8% | -44.4% | +18.6% | -25.4% |
| 1Y | -31.1% | -36.3% | +5.2% | -31.2% |
| All | -27.3% | -36.9% | +9.5% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling