-26.7%
LDOS vs FIGR
-32.8%
+6.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.1% | -2.6% |
| 7D | -1.3% | +5.1% | -6.4% | -1.5% |
| 30D | +10.1% | -15.0% | +25.1% | +10.7% |
| 3M | -4.7% | -13.1% | +8.5% | -4.8% |
| 6M | +5.6% | -37.9% | +43.5% | +6.7% |
| YTD | -25.1% | -40.8% | +15.7% | -24.9% |
| 1Y | -31.7% | -33.1% | +1.4% | -31.9% |
| All | -26.7% | -32.8% | +6.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling