+27.9%
APD vs LDOS
+43.9%
-16.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.2% | -5.4% | +3.2% | -1.1% |
| 30D | +2.1% | +4.9% | -2.8% | +1.0% |
| 3M | +7.2% | +7.2% | 0.0% | +5.3% |
| 6M | +11.2% | -24.2% | +35.5% | +17.6% |
| YTD | +24.4% | -25.8% | +50.2% | +31.3% |
| 1Y | +6.7% | -24.7% | +31.4% | +12.1% |
| 3Y | +9.2% | +39.3% | -30.0% | -6.9% |
| All | +27.9% | +43.9% | -16.0% | +7.7% |
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