+255.0%
LDOS vs FWONK
+345.8%
-90.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | -7.9% | -5.8% | -2.1% | -6.5% |
| 3M | +4.1% | +10.0% | -5.9% | +1.4% |
| 6M | -28.2% | +14.7% | -42.9% | -31.0% |
| YTD | -28.5% | -1.7% | -26.8% | -28.7% |
| 1Y | -27.7% | -4.6% | -23.1% | -27.3% |
| 3Y | +38.4% | +46.7% | -8.3% | +21.4% |
| 5Y | +38.0% | +99.4% | -61.4% | +7.8% |
| All | +255.0% | +345.8% | -90.8% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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