+182.0%
LDOS vs FND
+57.9%
+124.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -1.6% | -6.8% | +5.2% | -0.5% |
| 30D | +8.2% | +8.0% | +0.3% | +6.7% |
| 3M | -8.2% | -18.9% | +10.8% | -5.4% |
| 6M | +5.8% | +4.7% | +1.1% | +4.2% |
| YTD | -27.0% | -21.6% | -5.4% | -25.2% |
| 1Y | -31.0% | -22.0% | -9.0% | -29.3% |
| 3Y | +29.3% | -40.4% | +69.7% | +33.9% |
| 5Y | +48.7% | -63.8% | +112.5% | +62.1% |
| All | +182.0% | +57.9% | +124.2% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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