+69.8%
APA vs LDOS
+49.1%
+20.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.5% |
| 7D | -15.5% | -7.2% | -8.3% | -13.3% |
| 30D | +2.4% | +16.8% | -14.5% | -3.6% |
| 3M | +22.8% | -1.6% | +24.4% | +22.9% |
| 6M | +17.9% | -1.0% | +18.9% | +17.4% |
| YTD | +87.7% | -25.8% | +113.4% | +107.3% |
| 1Y | +94.2% | -31.1% | +125.3% | +122.1% |
| 3Y | +27.2% | +32.8% | -5.6% | -6.8% |
| All | +69.8% | +49.1% | +20.7% | +14.3% |
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