+66.2%
A vs LDOS
+32.3%
+33.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | -0.1% | -7.2% | +7.1% | +1.2% |
| 30D | +3.4% | +16.8% | -13.5% | -0.1% |
| 3M | +23.8% | -1.6% | +25.4% | +23.9% |
| 6M | +49.0% | -1.0% | +50.0% | +49.0% |
| YTD | +29.4% | -25.8% | +55.2% | +38.2% |
| 1Y | +19.4% | -31.1% | +50.5% | +30.4% |
| 3Y | +66.2% | +32.8% | +33.4% | +56.4% |
| All | +66.2% | +32.3% | +33.9% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling