+54.4%
LDOS vs FWONK
+96.0%
-41.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.5% | -2.7% |
| 7D | -1.3% | +12.4% | -13.7% | -2.9% |
| 30D | +10.1% | +18.5% | -8.4% | +7.4% |
| 3M | -4.7% | +8.6% | -13.2% | -5.8% |
| 6M | +5.6% | +19.8% | -14.3% | +2.7% |
| YTD | -25.1% | +12.9% | -37.9% | -26.5% |
| 1Y | -31.7% | +9.0% | -40.7% | -32.6% |
| 3Y | +33.7% | +63.8% | -30.1% | +22.3% |
| 5Y | +54.4% | +95.1% | -40.8% | +34.2% |
| All | +54.4% | +96.0% | -41.6% | +34.2% |
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