+122.2%
ALL vs LDOS
+43.9%
+78.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | 0.0% | -5.4% | +5.4% | +1.2% |
| 30D | -1.5% | +4.9% | -6.4% | -2.6% |
| 3M | +23.6% | +7.2% | +16.4% | +21.3% |
| 6M | +22.3% | -24.2% | +46.6% | +29.3% |
| YTD | +26.5% | -25.8% | +52.3% | +33.2% |
| 1Y | +27.0% | -24.7% | +51.7% | +33.0% |
| 3Y | +149.6% | +39.3% | +110.3% | +107.8% |
| All | +122.2% | +43.9% | +78.3% | +80.7% |
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