+1,228.2%
ADP vs LDOS
+508.5%
+719.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +6.4% | -2.8% | +9.2% | +7.4% |
| 30D | +16.6% | +13.6% | +3.0% | +11.1% |
| 3M | +12.9% | +4.2% | +8.7% | +10.7% |
| 6M | +45.7% | -8.2% | +53.9% | +48.7% |
| YTD | +20.6% | -24.1% | +44.7% | +31.1% |
| 1Y | +20.5% | -31.2% | +51.7% | +35.8% |
| 3Y | +48.7% | +35.0% | +13.7% | +25.4% |
| 5Y | +50.0% | +52.6% | -2.6% | +18.5% |
| 10Y | +324.2% | +261.9% | +62.3% | +142.5% |
| All | +1,228.2% | +508.5% | +719.7% | +483.5% |
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