+53.3%
LDOS vs FRSH
-70.6%
+123.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.9% |
| 7D | -5.4% | -8.2% | +2.7% | -4.8% |
| 30D | +4.9% | +10.5% | -5.6% | +4.1% |
| 3M | +7.2% | +32.7% | -25.6% | +5.0% |
| 6M | -24.2% | +50.3% | -74.5% | -26.6% |
| YTD | -25.8% | +3.9% | -29.7% | -26.8% |
| 1Y | -24.7% | -2.2% | -22.6% | -25.5% |
| 3Y | +39.3% | -42.9% | +82.2% | +39.4% |
| All | +53.3% | -70.6% | +123.9% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling