+114.3%
ADI vs LDOS
+49.1%
+65.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | -12.8% | -7.2% | -5.6% | -11.9% |
| 30D | -11.3% | +16.8% | -28.2% | -13.8% |
| 3M | -3.4% | -1.6% | -1.8% | -3.4% |
| 6M | -12.0% | -1.0% | -11.0% | -12.0% |
| YTD | +35.3% | -25.8% | +61.0% | +42.7% |
| 1Y | +58.1% | -31.1% | +89.2% | +70.1% |
| 3Y | +127.4% | +32.8% | +94.6% | +101.8% |
| All | +114.3% | +49.1% | +65.1% | +82.7% |
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 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