+510.1%
LDOS vs FWONK
+338.4%
+171.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.5% | -2.9% |
| 7D | -1.3% | +12.4% | -13.7% | -4.2% |
| 30D | +10.1% | +18.5% | -8.4% | +5.4% |
| 3M | -4.7% | +8.6% | -13.2% | -6.8% |
| 6M | +5.6% | +19.8% | -14.3% | +0.5% |
| YTD | -25.1% | +12.9% | -37.9% | -27.9% |
| 1Y | -31.7% | +9.0% | -40.7% | -33.7% |
| 3Y | +33.7% | +63.8% | -30.1% | +14.9% |
| 5Y | +54.4% | +95.1% | -40.8% | +23.5% |
| 10Y | +236.4% | +292.8% | -56.4% | +110.1% |
| All | +510.1% | +338.4% | +171.7% | +251.4% |
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 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