-6.8%
AA vs LDOS
+51.2%
-58.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.4% | +4.9% |
| 7D | +4.8% | -5.8% | +10.6% | +7.1% |
| 30D | -0.6% | +11.6% | -12.2% | -5.1% |
| 3M | -16.3% | -1.0% | -15.3% | -16.4% |
| 6M | -33.4% | +5.1% | -38.5% | -35.4% |
| YTD | -20.7% | -24.0% | +3.4% | -12.9% |
| 1Y | +12.9% | -30.3% | +43.2% | +28.9% |
| 3Y | +75.7% | +37.0% | +38.8% | +32.0% |
| 5Y | -6.8% | +53.4% | -60.2% | -32.5% |
| All | -6.8% | +51.2% | -58.0% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling