-37.0%
APP vs LDOS
-31.2%
-5.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +32.0% |
| 3M | +16.5% | -1.6% | +18.1% | +15.8% |
| 6M | -16.6% | -1.0% | -15.6% | -15.9% |
| YTD | -41.9% | -25.8% | -16.2% | -32.0% |
| 1Y | -37.0% | -31.1% | -6.0% | -25.4% |
| All | -37.0% | -31.2% | -5.8% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling