+250.5%
LDOS vs USFR
+28.5%
+222.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | +16.8% | +0.4% | +16.4% | +16.6% |
| 3M | -1.6% | +1.1% | -2.6% | -2.1% |
| 6M | -1.0% | +2.1% | -3.0% | -2.0% |
| YTD | -25.8% | +3.4% | -29.2% | -27.0% |
| 1Y | -31.1% | +4.1% | -35.2% | -32.5% |
| 3Y | +32.8% | +14.4% | +18.4% | +24.3% |
| 5Y | +49.4% | +21.3% | +28.0% | +36.3% |
| All | +250.5% | +28.5% | +222.0% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling