+347.2%
ACWI vs LDOS
+505.5%
-158.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -0.5% | -2.8% | +2.3% | +0.4% |
| 30D | -1.6% | +13.6% | -15.2% | -6.0% |
| 3M | -1.3% | +4.2% | -5.6% | -3.4% |
| 6M | +5.8% | -8.2% | +14.0% | +7.4% |
| YTD | +12.7% | -24.1% | +36.8% | +20.9% |
| 1Y | +15.0% | -31.2% | +46.2% | +27.7% |
| 3Y | +77.5% | +35.0% | +42.6% | +49.3% |
| 5Y | +61.9% | +52.6% | +9.2% | +26.9% |
| 10Y | +236.1% | +261.9% | -25.7% | +79.1% |
| All | +347.2% | +505.5% | -158.3% | +72.7% |
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