+216.7%
ACWI vs LDOS
+248.5%
-31.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -2.4% | -7.2% | +4.9% | -0.4% |
| 30D | -5.2% | +16.8% | -22.0% | -9.4% |
| 3M | -4.8% | -1.6% | -3.2% | -4.9% |
| 6M | -1.3% | -1.0% | -0.3% | -2.0% |
| YTD | +8.4% | -25.8% | +34.2% | +16.1% |
| 1Y | +11.0% | -31.1% | +42.1% | +21.7% |
| 3Y | +70.6% | +32.8% | +37.8% | +45.6% |
| 5Y | +55.3% | +49.4% | +5.9% | +24.4% |
| All | +216.7% | +248.5% | -31.8% | +107.6% |
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 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