+419.2%
LDOS vs USFR
+27.5%
+391.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +4.9% | +0.3% | +4.6% | +4.8% |
| 3M | +7.2% | +1.0% | +6.2% | +6.9% |
| 6M | -24.2% | +1.9% | -26.2% | -24.7% |
| YTD | -25.8% | +2.6% | -28.4% | -26.4% |
| 1Y | -24.7% | +4.0% | -28.7% | -25.6% |
| 3Y | +39.3% | +14.1% | +25.2% | +33.7% |
| 5Y | +43.3% | +20.4% | +22.9% | +35.3% |
| 10Y | +278.6% | +28.0% | +250.6% | +252.1% |
| All | +419.2% | +27.5% | +391.6% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling