+99.7%
ADM vs LDOS
+248.5%
-148.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -9.0% | -7.2% | -1.8% | -6.9% |
| 30D | -14.0% | +16.8% | -30.8% | -17.9% |
| 3M | -9.2% | -1.6% | -7.6% | -9.0% |
| 6M | -9.2% | -1.0% | -8.2% | -9.6% |
| YTD | +24.2% | -25.8% | +50.0% | +33.8% |
| 1Y | +27.0% | -31.1% | +58.1% | +40.2% |
| 3Y | +6.6% | +32.8% | -26.2% | -10.4% |
| 5Y | +25.0% | +49.4% | -24.4% | -1.1% |
| All | +99.7% | +248.5% | -148.8% | +44.5% |
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