+714.8%
APD vs LDOS
+508.5%
+206.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +3.8% | -2.8% | +6.6% | +4.8% |
| 30D | +14.1% | +13.6% | +0.5% | +8.8% |
| 3M | +8.2% | +4.2% | +4.0% | +6.0% |
| 6M | +7.5% | -8.2% | +15.7% | +9.3% |
| YTD | +31.7% | -24.1% | +55.7% | +41.8% |
| 1Y | +35.1% | -31.2% | +66.3% | +50.9% |
| 3Y | +16.8% | +35.0% | -18.2% | -2.4% |
| 5Y | +19.4% | +52.6% | -33.3% | -6.9% |
| 10Y | +203.5% | +261.9% | -58.4% | +62.7% |
| All | +714.8% | +508.5% | +206.3% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling