+41.3%
LDOS vs FND
-49.4%
+90.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -5.4% | -5.2% | -0.2% | -4.8% |
| 30D | +4.9% | -19.9% | +24.8% | +7.7% |
| 3M | +7.2% | +2.7% | +4.5% | +6.5% |
| 6M | -24.2% | -21.7% | -2.6% | -22.3% |
| YTD | -25.8% | -17.5% | -8.3% | -24.4% |
| 1Y | -24.7% | -39.3% | +14.6% | -20.6% |
| All | +41.3% | -49.4% | +90.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling