-31.8%
LDOS vs FRSH
+8.2%
-40.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.2% |
| 7D | -7.2% | -17.7% | +10.5% | -3.0% |
| 30D | +16.8% | -11.0% | +27.8% | +19.7% |
| 3M | -1.6% | +4.5% | -6.1% | -3.1% |
| 6M | -1.0% | +36.2% | -37.2% | -8.7% |
| YTD | -25.8% | -1.1% | -24.6% | -30.2% |
| All | -31.8% | +8.2% | -40.0% | -37.8% |
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