+39.4%
LDOS vs FWONK
+92.3%
-52.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -7.1% | -2.1% | -5.1% | -6.9% |
| 30D | -6.1% | -7.7% | +1.6% | -5.0% |
| 3M | +5.6% | +9.3% | -3.7% | +4.2% |
| 6M | -26.9% | +13.3% | -40.3% | -28.4% |
| YTD | -27.9% | -3.6% | -24.3% | -27.7% |
| 1Y | -26.8% | -6.8% | -20.0% | -26.2% |
| 3Y | +39.6% | +43.9% | -4.3% | +29.7% |
| 5Y | +39.4% | +94.4% | -55.1% | +20.5% |
| All | +39.4% | +92.3% | -52.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling