-27.7%
AA vs LDOS
+509.1%
-536.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -3.7% | -3.7% | 0.0% | -1.9% |
| 30D | -10.8% | +16.4% | -27.2% | -18.3% |
| 3M | -19.1% | +7.4% | -26.5% | -23.1% |
| 6M | -38.7% | -0.3% | -38.4% | -39.7% |
| YTD | -27.1% | -24.0% | -3.1% | -18.1% |
| 1Y | +8.3% | -29.6% | +37.9% | +27.0% |
| 3Y | +49.6% | +35.1% | +14.4% | +14.9% |
| 5Y | -15.5% | +52.9% | -68.4% | -40.4% |
| 10Y | +60.9% | +262.2% | -201.4% | -31.4% |
| All | -27.7% | +509.1% | -536.8% | -79.6% |
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