+158.6%
ADM vs LDOS
+278.0%
-119.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +3.8% | -5.4% | +9.2% | +5.4% |
| 30D | +9.8% | +4.9% | +4.9% | +7.9% |
| 3M | +2.1% | +7.2% | -5.1% | -0.6% |
| 6M | +27.5% | -24.2% | +51.8% | +37.8% |
| YTD | +50.2% | -25.8% | +76.0% | +62.1% |
| 1Y | +40.6% | -24.7% | +65.3% | +50.6% |
| 3Y | +17.2% | +39.3% | -22.1% | -3.2% |
| 5Y | +61.9% | +43.3% | +18.6% | +30.4% |
| All | +158.6% | +278.0% | -119.5% | +67.2% |
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