+500.0%
APP vs LDOS
+41.7%
+458.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.2% | +10.3% |
| 7D | +71.2% | -7.2% | +78.4% | +73.5% |
| 30D | +39.1% | +16.8% | +22.2% | +33.7% |
| 3M | +16.5% | -1.6% | +18.1% | +16.3% |
| 6M | -16.6% | -1.0% | -15.6% | -17.2% |
| YTD | -41.9% | -25.8% | -16.2% | -38.3% |
| 1Y | -37.0% | -31.1% | -6.0% | -32.1% |
| 3Y | +892.4% | +32.8% | +859.6% | +828.5% |
| 5Y | +297.3% | +49.4% | +247.9% | +277.9% |
| All | +500.0% | +41.7% | +458.3% | +471.9% |
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