+106.0%
ADM vs LDOS
+254.8%
-148.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -1.8% | +1.9% | -3.7% | -2.4% |
| 30D | -13.3% | +12.8% | -26.0% | -16.4% |
| 3M | -13.4% | -1.0% | -12.3% | -13.4% |
| 6M | -9.6% | +6.2% | -15.8% | -12.0% |
| YTD | +23.0% | -23.2% | +46.2% | +31.3% |
| 1Y | +27.4% | -29.5% | +56.8% | +39.9% |
| 3Y | +5.7% | +37.1% | -31.4% | -12.2% |
| 5Y | +22.1% | +55.6% | -33.5% | -5.0% |
| 10Y | +106.0% | +249.4% | -143.5% | +34.2% |
| All | +106.0% | +254.8% | -148.9% | +34.2% |
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 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