+504.3%
LDOS vs FWONK
+276.6%
+227.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -5.4% | -6.2% | +0.8% | -3.9% |
| 30D | +4.9% | -0.6% | +5.5% | +5.0% |
| 3M | +7.2% | +11.1% | -3.9% | +4.2% |
| 6M | -24.2% | +11.7% | -36.0% | -26.7% |
| YTD | -25.8% | -3.1% | -22.7% | -25.7% |
| 1Y | -24.7% | -4.2% | -20.5% | -24.5% |
| 3Y | +39.3% | +38.3% | +0.9% | +24.7% |
| 5Y | +43.3% | +92.2% | -48.9% | +14.6% |
| 10Y | +278.6% | +355.4% | -76.8% | +130.9% |
| All | +504.3% | +276.6% | +227.7% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling