-5.3%
ADP vs LDOS
-24.0%
+18.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.4% | -5.4% | +2.0% | -2.3% |
| 30D | +2.8% | +4.9% | -2.1% | +1.7% |
| 3M | +20.9% | +7.2% | +13.7% | +18.1% |
| 6M | +29.9% | -24.2% | +54.1% | +35.0% |
| YTD | +9.6% | -25.8% | +35.4% | +14.2% |
| 1Y | -5.3% | -24.7% | +19.4% | -3.9% |
| All | -5.3% | -24.0% | +18.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling