+39.6%
LDOS vs FRSH
-48.3%
+87.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.1% | -2.2% |
| 7D | -7.1% | -10.1% | +3.0% | -5.9% |
| 30D | -6.1% | +2.2% | -8.3% | -6.3% |
| 3M | +5.6% | +28.6% | -23.0% | +2.4% |
| 6M | -26.9% | +40.2% | -67.1% | -30.1% |
| YTD | -27.9% | -1.2% | -26.7% | -29.4% |
| 1Y | -26.8% | -7.9% | -18.9% | -28.0% |
| 3Y | +39.6% | -44.7% | +84.3% | +37.7% |
| All | +39.6% | -48.3% | +87.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling