+41.6%
AA vs LDOS
+226.9%
-185.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | +0.5% | -1.6% | +2.1% | +1.3% |
| 30D | -0.6% | +8.2% | -8.8% | -5.2% |
| 3M | -19.7% | -8.2% | -11.5% | -16.8% |
| 6M | -41.6% | +5.8% | -47.4% | -44.4% |
| YTD | -24.6% | -27.0% | +2.3% | -13.4% |
| 1Y | +4.9% | -31.0% | +35.9% | +24.5% |
| 3Y | +66.8% | +29.3% | +37.6% | +26.9% |
| 5Y | -19.4% | +48.7% | -68.1% | -44.9% |
| All | +41.6% | +226.9% | -185.4% | -32.9% |
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