+68.0%
ACWI vs LDOS
+43.9%
+24.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +0.5% | -5.4% | +5.9% | +1.4% |
| 30D | +0.9% | +4.9% | -4.0% | 0.0% |
| 3M | +2.4% | +7.2% | -4.8% | +1.0% |
| 6M | +12.4% | -24.2% | +36.6% | +17.7% |
| YTD | +15.2% | -25.8% | +41.0% | +20.5% |
| 1Y | +22.7% | -24.7% | +47.4% | +27.9% |
| 3Y | +75.8% | +39.3% | +36.5% | +55.9% |
| All | +68.0% | +43.9% | +24.1% | +46.0% |
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