+49.6%
ADP vs LDOS
+52.0%
-2.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +7.4% | -3.7% | +11.1% | +8.4% |
| 30D | +17.1% | +16.4% | +0.7% | +12.1% |
| 3M | +14.4% | +7.4% | +7.0% | +11.9% |
| 6M | +47.9% | -0.3% | +48.2% | +46.9% |
| YTD | +22.1% | -24.0% | +46.1% | +30.0% |
| 1Y | +21.8% | -29.6% | +51.3% | +32.5% |
| 3Y | +50.5% | +35.1% | +15.4% | +27.3% |
| 5Y | +49.6% | +52.9% | -3.3% | +22.4% |
| All | +49.6% | +52.0% | -2.4% | +22.4% |
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