+157.4%
ALL vs LDOS
+39.7%
+117.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | 0.0% | -5.4% | +5.4% | +0.7% |
| 30D | -1.5% | +4.9% | -6.4% | -2.2% |
| 3M | +23.6% | +7.2% | +16.4% | +22.1% |
| 6M | +22.3% | -24.2% | +46.6% | +26.0% |
| YTD | +26.5% | -25.8% | +52.3% | +29.9% |
| 1Y | +27.0% | -24.7% | +51.7% | +30.0% |
| All | +157.4% | +39.7% | +117.6% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling