+193.4%
LDOS vs FND
+70.1%
+123.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.7% |
| 7D | -3.7% | +2.2% | -5.9% | -4.2% |
| 30D | +16.4% | +9.6% | +6.8% | +14.5% |
| 3M | +7.4% | -17.9% | +25.3% | +10.3% |
| 6M | -0.3% | +6.6% | -6.9% | -2.2% |
| YTD | -24.0% | -15.5% | -8.5% | -23.1% |
| 1Y | -29.6% | -16.2% | -13.3% | -28.7% |
| 3Y | +35.1% | -36.3% | +71.4% | +38.5% |
| 5Y | +52.9% | -61.4% | +114.3% | +65.1% |
| All | +193.4% | +70.1% | +123.3% | +135.1% |
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