+63.4%
A vs LDOS
+35.4%
+28.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -5.2% | -3.7% | -1.5% | -4.6% |
| 30D | +1.4% | +16.4% | -14.9% | -1.8% |
| 3M | +21.9% | +7.4% | +14.5% | +19.7% |
| 6M | +46.7% | -0.3% | +47.0% | +46.6% |
| YTD | +27.2% | -24.0% | +51.2% | +35.3% |
| 1Y | +17.9% | -29.6% | +47.5% | +28.3% |
| All | +63.4% | +35.4% | +28.0% | +53.1% |
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