+284.5%
ADP vs LDOS
+278.0%
+6.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -3.4% | -5.4% | +2.0% | -1.3% |
| 30D | +2.8% | +4.9% | -2.1% | +0.6% |
| 3M | +20.9% | +7.2% | +13.7% | +16.8% |
| 6M | +29.9% | -24.2% | +54.1% | +43.8% |
| YTD | +9.6% | -25.8% | +35.4% | +21.4% |
| 1Y | -5.3% | -24.7% | +19.4% | +3.9% |
| 3Y | +16.5% | +39.3% | -22.8% | -7.1% |
| 5Y | +49.4% | +43.3% | +6.1% | +15.1% |
| All | +284.5% | +278.0% | +6.4% | +117.3% |
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