+193.3%
LDOS vs FND
+76.3%
+117.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.7% | +1.7% |
| 7D | -5.8% | +8.5% | -14.4% | -7.1% |
| 30D | +11.6% | +17.2% | -5.6% | +8.6% |
| 3M | -1.0% | -14.9% | +13.9% | +1.2% |
| 6M | +5.1% | +3.1% | +2.0% | +3.7% |
| YTD | -24.0% | -12.4% | -11.6% | -23.6% |
| 1Y | -30.3% | -10.0% | -20.3% | -30.2% |
| 3Y | +37.0% | -31.3% | +68.3% | +38.7% |
| 5Y | +53.4% | -60.3% | +113.7% | +64.9% |
| All | +193.3% | +76.3% | +117.0% | +133.7% |
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