+145.0%
ALL vs LDOS
+49.1%
+95.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.9% |
| 7D | -1.9% | -7.2% | +5.3% | -0.3% |
| 30D | +13.8% | +16.8% | -3.1% | +9.9% |
| 3M | -7.0% | -1.6% | -5.4% | -6.9% |
| 6M | +18.0% | -1.0% | +19.0% | +17.7% |
| YTD | +24.2% | -25.8% | +50.0% | +30.7% |
| 1Y | +31.2% | -31.1% | +62.3% | +40.9% |
| 3Y | +107.5% | +32.8% | +74.7% | +74.4% |
| All | +145.0% | +49.1% | +95.9% | +104.0% |
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 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