+48.9%
LDOS vs FRSH
-72.0%
+121.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.1% | -2.5% |
| 7D | -7.1% | -10.1% | +3.0% | -6.4% |
| 30D | -6.1% | +2.2% | -8.3% | -6.2% |
| 3M | +5.6% | +28.6% | -23.0% | +3.7% |
| 6M | -26.9% | +40.2% | -67.1% | -28.8% |
| YTD | -27.9% | -1.2% | -26.7% | -28.6% |
| 1Y | -26.8% | -7.9% | -18.9% | -27.3% |
| 3Y | +39.6% | -44.7% | +84.3% | +40.1% |
| All | +48.9% | -72.0% | +121.0% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling