+54.4%
LDOS vs FND
-60.6%
+115.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -1.3% | -4.4% | +3.1% | -0.8% |
| 30D | +10.1% | +14.5% | -4.4% | +8.2% |
| 3M | -4.7% | -15.6% | +10.9% | -3.1% |
| 6M | +5.6% | +4.7% | +0.9% | +4.4% |
| YTD | -25.1% | -16.1% | -8.9% | -24.3% |
| 1Y | -31.7% | -16.0% | -15.7% | -31.0% |
| 3Y | +33.7% | -35.5% | +69.2% | +36.2% |
| 5Y | +54.4% | -60.5% | +114.9% | +61.3% |
| All | +54.4% | -60.6% | +115.0% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling