+23.9%
APA vs LDOS
+35.4%
-11.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -15.6% | -3.7% | -11.9% | -15.0% |
| 30D | -0.9% | +16.4% | -17.3% | -4.0% |
| 3M | +26.1% | +7.4% | +18.7% | +24.0% |
| 6M | +6.1% | -0.3% | +6.4% | +6.2% |
| YTD | +82.8% | -24.0% | +106.9% | +92.4% |
| 1Y | +106.5% | -29.6% | +136.1% | +121.7% |
| All | +23.9% | +35.4% | -11.4% | +6.4% |
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