+133.8%
ADI vs LDOS
+48.3%
+85.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.7% |
| 7D | +9.5% | -1.6% | +11.1% | +9.7% |
| 30D | -1.4% | +8.2% | -9.6% | -2.8% |
| 3M | +4.7% | -8.2% | +12.9% | +6.0% |
| 6M | -7.4% | +5.8% | -13.3% | -8.8% |
| YTD | +48.1% | -27.0% | +75.0% | +56.6% |
| 1Y | +69.6% | -31.0% | +100.6% | +82.2% |
| 3Y | +144.4% | +29.3% | +115.1% | +117.9% |
| All | +133.8% | +48.3% | +85.5% | +98.2% |
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