+883.4%
APH vs LDOS
+248.5%
+634.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.9% |
| 7D | -5.9% | -7.2% | +1.3% | -3.9% |
| 30D | -14.8% | +16.8% | -31.7% | -19.7% |
| 3M | -12.4% | -1.6% | -10.8% | -12.9% |
| 6M | +8.1% | -1.0% | +9.0% | +6.6% |
| YTD | +10.9% | -25.8% | +36.7% | +20.5% |
| 1Y | +8.8% | -31.1% | +39.9% | +21.7% |
| 3Y | +262.1% | +32.8% | +229.3% | +197.9% |
| 5Y | +283.1% | +49.4% | +233.8% | +192.4% |
| All | +883.4% | +248.5% | +634.9% | +479.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling