+1,773.6%
ADI vs LDOS
+509.1%
+1,264.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.1% | -11.2% | -11.2% |
| 7D | -16.7% | -3.7% | -13.0% | -15.7% |
| 30D | -14.2% | +16.4% | -30.5% | -19.0% |
| 3M | -4.1% | +7.4% | -11.5% | -7.5% |
| 6M | -10.3% | -0.3% | -10.0% | -11.7% |
| YTD | +34.3% | -24.0% | +58.3% | +44.1% |
| 1Y | +54.9% | -29.6% | +84.5% | +71.1% |
| 3Y | +125.3% | +35.1% | +90.2% | +87.0% |
| 5Y | +113.1% | +52.9% | +60.2% | +64.0% |
| 10Y | +584.5% | +262.2% | +322.3% | +263.5% |
| All | +1,773.6% | +509.1% | +1,264.5% | +650.2% |
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 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