+308.7%
A vs LDOS
+254.8%
+53.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | +4.3% | +12.8% | -8.5% | -0.1% |
| 3M | +19.8% | -1.0% | +20.8% | +19.5% |
| 6M | +54.4% | +6.2% | +48.2% | +49.4% |
| YTD | +31.7% | -23.2% | +54.9% | +41.6% |
| 1Y | +22.4% | -29.5% | +51.9% | +35.9% |
| 3Y | +67.7% | +37.1% | +30.6% | +40.4% |
| 5Y | +15.7% | +55.6% | -39.9% | -9.7% |
| 10Y | +308.7% | +249.4% | +59.3% | +146.6% |
| All | +308.7% | +254.8% | +53.9% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling