+12.8%
APD vs LDOS
+52.0%
-39.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -0.7% | -3.7% | +3.0% | 0.0% |
| 30D | +10.1% | +16.4% | -6.2% | +6.8% |
| 3M | +4.9% | +7.4% | -2.5% | +3.1% |
| 6M | +2.5% | -0.3% | +2.8% | +2.0% |
| YTD | +27.8% | -24.0% | +51.8% | +34.2% |
| 1Y | +32.9% | -29.6% | +62.4% | +42.3% |
| 3Y | +13.4% | +35.1% | -21.7% | -3.0% |
| 5Y | +12.8% | +52.9% | -40.1% | -5.4% |
| All | +12.8% | +52.0% | -39.1% | -5.4% |
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 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