+32.8%
LDOS vs USFR
+14.4%
+18.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | -7.2% | +0.1% | -7.3% | -7.5% |
| 30D | +16.8% | +0.4% | +16.4% | +15.6% |
| 3M | -1.6% | +1.1% | -2.6% | -4.4% |
| 6M | -1.0% | +2.1% | -3.0% | -6.8% |
| YTD | -25.8% | +3.4% | -29.2% | -31.8% |
| 1Y | -31.1% | +4.1% | -35.2% | -37.2% |
| 3Y | +32.8% | +14.4% | +18.4% | -0.7% |
| All | +32.8% | +14.4% | +18.4% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling