+216.8%
ACWI vs LDOS
+256.7%
-39.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -4.0% | -3.7% | -0.3% | -3.1% |
| 30D | -5.8% | +16.4% | -22.2% | -9.9% |
| 3M | -5.0% | +7.4% | -12.4% | -7.4% |
| 6M | +0.7% | -0.3% | +1.0% | -0.1% |
| YTD | +8.4% | -24.0% | +32.4% | +15.4% |
| 1Y | +10.1% | -29.6% | +39.7% | +20.0% |
| 3Y | +70.8% | +35.1% | +35.6% | +45.2% |
| 5Y | +55.4% | +52.9% | +2.5% | +23.7% |
| All | +216.8% | +256.7% | -39.8% | +106.4% |
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