+30.0%
A vs LDOS
+39.7%
-9.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.9% | -5.4% | +3.5% | -0.7% |
| 30D | +6.9% | +4.9% | +2.0% | +5.7% |
| 3M | +9.2% | +7.2% | +2.1% | +7.4% |
| 6M | +25.7% | -24.2% | +49.9% | +35.0% |
| YTD | +11.5% | -25.8% | +37.3% | +19.7% |
| 1Y | +18.4% | -24.7% | +43.1% | +26.5% |
| All | +30.0% | +39.7% | -9.7% | +11.6% |
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 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