+6.8%
APA vs LDOS
+278.0%
-271.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | +0.5% | -5.4% | +6.0% | +3.5% |
| 30D | +23.4% | +4.9% | +18.5% | +20.0% |
| 3M | +12.7% | +7.2% | +5.5% | +7.1% |
| 6M | +39.4% | -24.2% | +63.7% | +60.4% |
| YTD | +79.0% | -25.8% | +104.8% | +105.0% |
| 1Y | +88.8% | -24.7% | +113.5% | +113.6% |
| 3Y | +6.4% | +39.3% | -32.9% | -24.7% |
| 5Y | +153.0% | +43.3% | +109.7% | +73.3% |
| All | +6.8% | +278.0% | -271.3% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling