+70.7%
AA vs LDOS
+39.7%
+30.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -0.7% | -5.4% | +4.7% | +0.9% |
| 30D | +5.0% | +4.9% | +0.1% | +3.4% |
| 3M | -35.8% | +7.2% | -43.0% | -37.3% |
| 6M | -18.4% | -24.2% | +5.9% | -12.2% |
| YTD | -5.5% | -25.8% | +20.3% | +1.7% |
| 1Y | +61.0% | -24.7% | +85.7% | +72.2% |
| All | +70.7% | +39.7% | +30.9% | +51.5% |
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