+316.8%
ADP vs LDOS
+248.5%
+68.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | +3.2% | -7.2% | +10.4% | +6.3% |
| 30D | +14.9% | +16.8% | -1.9% | +7.8% |
| 3M | +11.6% | -1.6% | +13.2% | +11.9% |
| 6M | +48.5% | -1.0% | +49.4% | +47.4% |
| YTD | +20.6% | -25.8% | +46.3% | +33.2% |
| 1Y | +23.7% | -31.1% | +54.8% | +40.9% |
| 3Y | +47.8% | +32.8% | +15.0% | +20.3% |
| 5Y | +47.7% | +49.4% | -1.7% | +11.0% |
| All | +316.8% | +248.5% | +68.4% | +143.3% |
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