+317.7%
APH vs LDOS
+52.4%
+265.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.3% |
| 7D | -2.4% | -2.8% | +0.4% | -2.1% |
| 30D | -9.5% | +13.6% | -23.1% | -12.1% |
| 3M | -7.6% | +4.2% | -11.9% | -9.0% |
| 6M | +12.4% | -8.2% | +20.6% | +14.6% |
| YTD | +17.5% | -24.1% | +41.6% | +25.1% |
| 1Y | +16.4% | -31.2% | +47.6% | +27.6% |
| 3Y | +281.6% | +35.0% | +246.6% | +226.4% |
| 5Y | +317.7% | +52.6% | +265.1% | +245.5% |
| All | +317.7% | +52.4% | +265.3% | +245.5% |
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 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