+126.6%
ADM vs LDOS
+226.9%
-100.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +4.2% | -1.6% | +5.8% | +4.6% |
| 30D | -12.8% | +8.2% | -21.1% | -14.9% |
| 3M | -8.5% | -8.2% | -0.3% | -6.4% |
| 6M | -10.9% | +5.8% | -16.7% | -13.3% |
| YTD | +29.4% | -27.0% | +56.4% | +40.1% |
| 1Y | +27.5% | -31.0% | +58.5% | +40.8% |
| 3Y | +10.3% | +29.3% | -18.9% | -6.7% |
| 5Y | +27.4% | +48.7% | -21.4% | +0.4% |
| All | +126.6% | +226.9% | -100.3% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling