+186.5%
LDOS vs FND
+66.0%
+120.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -5.4% | -5.2% | -0.2% | -4.7% |
| 30D | +4.9% | -19.9% | +24.8% | +8.4% |
| 3M | +7.2% | +2.7% | +4.5% | +6.2% |
| 6M | -24.2% | -21.7% | -2.6% | -22.1% |
| YTD | -25.8% | -17.5% | -8.3% | -24.4% |
| 1Y | -24.7% | -39.3% | +14.6% | -19.8% |
| 3Y | +39.3% | -49.8% | +89.1% | +48.7% |
| 5Y | +43.3% | -60.1% | +103.4% | +53.6% |
| All | +186.5% | +66.0% | +120.5% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling