+431.7%
LDOS vs USFR
+28.5%
+403.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +16.4% | +0.4% | +16.0% | +16.2% |
| 3M | +7.4% | +1.1% | +6.4% | +7.1% |
| 6M | -0.3% | +2.0% | -2.4% | -1.0% |
| YTD | -24.0% | +3.4% | -27.4% | -24.8% |
| 1Y | -29.6% | +4.1% | -33.7% | -30.5% |
| 3Y | +35.1% | +14.4% | +20.7% | +29.5% |
| 5Y | +52.9% | +21.3% | +31.6% | +44.1% |
| 10Y | +262.2% | +28.4% | +233.8% | +236.5% |
| All | +431.7% | +28.5% | +403.2% | +404.2% |
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 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