+214.6%
ADM vs LDOS
+508.5%
-293.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -8.3% | -2.8% | -5.5% | -7.3% |
| 30D | -14.1% | +13.6% | -27.7% | -17.8% |
| 3M | -10.7% | +4.2% | -15.0% | -12.4% |
| 6M | -5.9% | -8.2% | +2.3% | -4.4% |
| YTD | +25.8% | -24.1% | +49.9% | +35.1% |
| 1Y | +21.3% | -31.2% | +52.5% | +34.9% |
| 3Y | +7.4% | +35.0% | -27.6% | -9.8% |
| 5Y | +27.0% | +52.6% | -25.6% | +0.4% |
| 10Y | +102.7% | +261.9% | -159.1% | +11.5% |
| All | +214.6% | +508.5% | -293.9% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling