+803.3%
APP vs LDOS
+35.4%
+768.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.1% | +30.9% | +31.0% |
| 7D | +39.7% | -3.7% | +43.4% | +40.5% |
| 30D | +27.7% | +16.4% | +11.3% | +22.3% |
| 3M | -14.8% | +7.4% | -22.2% | -17.2% |
| 6M | -25.5% | -0.3% | -25.2% | -26.0% |
| YTD | -47.2% | -24.0% | -23.1% | -43.1% |
| 1Y | -42.3% | -29.6% | -12.7% | -36.9% |
| All | +803.3% | +35.4% | +768.0% | +705.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling