-15.5%
AA vs LDOS
+52.0%
-67.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -3.7% | -3.7% | 0.0% | -2.4% |
| 30D | -10.8% | +16.4% | -27.2% | -16.3% |
| 3M | -19.1% | +7.4% | -26.5% | -22.0% |
| 6M | -38.7% | -0.3% | -38.4% | -39.3% |
| YTD | -27.1% | -24.0% | -3.1% | -19.9% |
| 1Y | +8.3% | -29.6% | +37.9% | +23.1% |
| 3Y | +49.6% | +35.1% | +14.4% | +13.1% |
| 5Y | -15.5% | +52.9% | -68.4% | -38.8% |
| All | -15.5% | +52.0% | -67.4% | -38.8% |
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