+25.9%
ADM vs LDOS
+52.0%
-26.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -7.5% | -3.7% | -3.8% | -6.8% |
| 30D | -14.3% | +16.4% | -30.7% | -16.8% |
| 3M | -8.6% | +7.4% | -16.0% | -10.0% |
| 6M | -9.9% | -0.3% | -9.5% | -10.0% |
| YTD | +25.1% | -24.0% | +49.1% | +31.9% |
| 1Y | +28.8% | -29.6% | +58.4% | +38.6% |
| 3Y | +6.9% | +35.1% | -28.3% | -10.3% |
| 5Y | +25.9% | +52.9% | -27.0% | +1.9% |
| All | +25.9% | +52.0% | -26.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling