+53.4%
LDOS vs USFR
+21.3%
+32.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +11.6% | +0.4% | +11.2% | +11.1% |
| 3M | -1.0% | +1.1% | -2.0% | -2.1% |
| 6M | +5.1% | +2.0% | +3.0% | +2.8% |
| YTD | -24.0% | +3.4% | -27.5% | -26.6% |
| 1Y | -30.3% | +4.1% | -34.4% | -32.9% |
| 3Y | +37.0% | +14.3% | +22.6% | +23.0% |
| 5Y | +53.4% | +21.3% | +32.1% | +35.9% |
| All | +53.4% | +21.3% | +32.0% | +35.9% |
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