+258.8%
LDOS vs FIVE
+566.1%
-307.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | -3.7% | -1.7% | -2.0% | -3.5% |
| 30D | +16.4% | +14.9% | +1.5% | +13.9% |
| 3M | +7.4% | +7.6% | -0.2% | +6.0% |
| 6M | -0.3% | +6.4% | -6.7% | -1.9% |
| YTD | -24.0% | +28.1% | -52.1% | -27.5% |
| 1Y | -29.6% | +54.7% | -84.3% | -34.8% |
| 3Y | +35.1% | +36.1% | -0.9% | +23.2% |
| 5Y | +52.9% | +14.9% | +38.0% | +39.9% |
| All | +258.8% | +566.1% | -307.3% | +135.6% |
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