-24.7%
LDOS vs FRSH
-3.3%
-21.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.6% |
| 7D | -5.4% | -8.2% | +2.7% | -3.7% |
| 30D | +4.9% | +10.5% | -5.6% | +2.5% |
| 3M | +7.2% | +32.7% | -25.6% | +0.7% |
| 6M | -24.2% | +50.3% | -74.5% | -31.4% |
| YTD | -25.8% | +3.9% | -29.7% | -30.4% |
| 1Y | -24.7% | -2.2% | -22.6% | -29.3% |
| All | -24.7% | -3.3% | -21.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling