+268.0%
APH vs LDOS
+52.0%
+216.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.3% |
| 7D | -12.7% | -3.7% | -9.0% | -12.2% |
| 30D | -19.2% | +16.4% | -35.5% | -21.9% |
| 3M | -16.7% | +7.4% | -24.1% | -18.5% |
| 6M | +5.1% | -0.3% | +5.5% | +4.9% |
| YTD | +6.6% | -24.0% | +30.6% | +13.4% |
| 1Y | +3.9% | -29.6% | +33.5% | +13.1% |
| 3Y | +246.0% | +35.1% | +210.9% | +195.9% |
| 5Y | +268.0% | +52.9% | +215.1% | +203.6% |
| All | +268.0% | +52.0% | +216.0% | +203.6% |
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