-24.7%
LDOS vs FIVE
+66.7%
-91.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.1% |
| 7D | -5.4% | +4.3% | -9.7% | -5.9% |
| 30D | +4.9% | +12.5% | -7.6% | +3.1% |
| 3M | +7.2% | +31.2% | -24.1% | +3.3% |
| 6M | -24.2% | +14.4% | -38.6% | -25.9% |
| YTD | -25.8% | +33.9% | -59.7% | -29.2% |
| 1Y | -24.7% | +65.1% | -89.8% | -29.4% |
| All | -24.7% | +66.7% | -91.4% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling