+47.6%
LDOS vs USFR
+21.4%
+26.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +8.2% | +0.4% | +7.9% | +7.9% |
| 3M | -8.2% | +1.1% | -9.2% | -9.1% |
| 6M | +5.8% | +2.0% | +3.8% | +3.8% |
| YTD | -27.0% | +3.5% | -30.4% | -29.1% |
| 1Y | -31.0% | +4.1% | -35.1% | -33.2% |
| 3Y | +29.3% | +14.4% | +14.9% | +18.8% |
| All | +47.6% | +21.4% | +26.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling