+156.2%
ALL vs LDOS
+52.0%
+104.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.2% | -3.7% | +7.9% | +5.1% |
| 30D | +18.9% | +16.4% | +2.5% | +14.9% |
| 3M | +1.2% | +7.4% | -6.2% | -0.6% |
| 6M | +23.2% | -0.3% | +23.6% | +22.6% |
| YTD | +30.0% | -24.0% | +54.0% | +36.1% |
| 1Y | +39.6% | -29.6% | +69.2% | +49.2% |
| 3Y | +115.2% | +35.1% | +80.1% | +80.3% |
| 5Y | +156.2% | +52.9% | +103.3% | +110.7% |
| All | +156.2% | +52.0% | +104.3% | +110.7% |
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