+7.4%
ADM vs LDOS
+35.4%
-28.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -7.5% | -3.7% | -3.8% | -7.2% |
| 30D | -14.3% | +16.4% | -30.7% | -15.2% |
| 3M | -8.6% | +7.4% | -16.0% | -9.1% |
| 6M | -9.9% | -0.3% | -9.5% | -9.7% |
| YTD | +25.1% | -24.0% | +49.1% | +28.3% |
| 1Y | +28.8% | -29.6% | +58.4% | +33.5% |
| All | +7.4% | +35.4% | -28.0% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling