-29.7%
LDOS vs FWONK
-3.0%
-26.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -8.2% | -7.7% | -0.5% | -7.5% |
| 3M | +5.9% | +5.7% | +0.2% | +5.6% |
| 6M | -25.2% | +13.5% | -38.7% | -25.8% |
| YTD | -28.1% | -3.0% | -25.2% | -26.1% |
| 1Y | -29.7% | -6.4% | -23.3% | -26.5% |
| All | -29.7% | -3.0% | -26.7% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling