+275.4%
LDOS vs FIVE
+478.4%
-203.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.3% |
| 7D | -5.4% | +4.3% | -9.7% | -6.0% |
| 30D | +4.9% | +12.5% | -7.6% | +2.9% |
| 3M | +7.2% | +31.2% | -24.1% | +2.6% |
| 6M | -24.2% | +14.4% | -38.6% | -26.3% |
| YTD | -25.8% | +33.9% | -59.7% | -29.6% |
| 1Y | -24.7% | +65.1% | -89.8% | -31.1% |
| 3Y | +39.3% | +49.0% | -9.7% | +25.0% |
| 5Y | +43.3% | +30.3% | +13.0% | +27.5% |
| All | +275.4% | +478.4% | -203.1% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling