+186.7%
LDOS vs FND
+69.4%
+117.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -7.2% | +7.7% | -14.9% | -8.4% |
| 30D | +16.8% | +11.9% | +5.0% | +14.6% |
| 3M | -1.6% | -14.6% | +13.0% | +0.5% |
| 6M | -1.0% | +0.5% | -1.4% | -1.9% |
| YTD | -25.8% | -15.8% | -9.9% | -24.8% |
| 1Y | -31.1% | -12.9% | -18.2% | -30.7% |
| 3Y | +32.8% | -34.2% | +66.9% | +35.4% |
| 5Y | +49.4% | -61.6% | +110.9% | +61.4% |
| All | +186.7% | +69.4% | +117.2% | +129.8% |
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