+523.1%
LDOS vs FIVN
+318.5%
+204.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.8% |
| 7D | -5.4% | -2.3% | -3.1% | -5.2% |
| 30D | +4.9% | +12.4% | -7.5% | +3.4% |
| 3M | +7.2% | +36.0% | -28.8% | +3.5% |
| 6M | -24.2% | +86.0% | -110.2% | -29.6% |
| YTD | -25.8% | +65.9% | -91.7% | -30.5% |
| 1Y | -24.7% | +26.5% | -51.2% | -27.8% |
| 3Y | +39.3% | -54.2% | +93.5% | +43.6% |
| 5Y | +43.3% | -80.5% | +123.8% | +56.2% |
| 10Y | +278.6% | +109.6% | +168.9% | +204.9% |
| All | +523.1% | +318.5% | +204.6% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 all: compounded portfolio wealth divided by compounded FIVN 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…
all analysis · Full analysis span regression · 6 months rolling