+1,107.0%
ADP vs LDOS
+494.7%
+612.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -3.4% | -5.4% | +2.0% | -1.5% |
| 30D | +2.8% | +4.9% | -2.1% | +0.8% |
| 3M | +20.9% | +7.2% | +13.7% | +17.1% |
| 6M | +29.9% | -24.2% | +54.1% | +42.6% |
| YTD | +9.6% | -25.8% | +35.4% | +20.4% |
| 1Y | -5.3% | -24.7% | +19.4% | +3.2% |
| 3Y | +16.5% | +39.3% | -22.8% | -3.0% |
| 5Y | +49.4% | +43.3% | +6.1% | +21.0% |
| 10Y | +282.2% | +278.6% | +3.6% | +115.4% |
| All | +1,107.0% | +494.7% | +612.3% | +436.0% |
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