+636.8%
A vs LDOS
+494.7%
+142.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -1.9% | -5.4% | +3.5% | +0.3% |
| 30D | +6.9% | +4.9% | +2.0% | +4.5% |
| 3M | +9.2% | +7.2% | +2.1% | +5.0% |
| 6M | +25.7% | -24.2% | +49.9% | +39.6% |
| YTD | +11.5% | -25.8% | +37.3% | +23.8% |
| 1Y | +18.4% | -24.7% | +43.1% | +30.3% |
| 3Y | +26.6% | +39.3% | -12.7% | +2.4% |
| 5Y | -12.8% | +43.3% | -56.1% | -32.2% |
| 10Y | +247.2% | +278.6% | -31.4% | +57.0% |
| All | +636.8% | +494.7% | +142.0% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling