-26.8%
LDOS vs FRSH
-6.3%
-20.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.1% | -1.8% |
| 7D | -7.1% | -10.1% | +3.0% | -5.0% |
| 30D | -6.1% | +2.2% | -8.3% | -6.6% |
| 3M | +5.6% | +28.6% | -23.0% | -0.1% |
| 6M | -26.9% | +40.2% | -67.1% | -32.8% |
| YTD | -27.9% | -1.2% | -26.7% | -31.5% |
| 1Y | -26.8% | -7.9% | -18.9% | -30.1% |
| All | -26.8% | -6.3% | -20.5% | -30.1% |
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