+391.7%
APP vs LDOS
+41.7%
+350.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +0.9% | -5.4% | +6.3% | +2.1% |
| 30D | -23.3% | +4.9% | -28.2% | -24.5% |
| 3M | -42.6% | +7.2% | -49.8% | -44.0% |
| 6M | -33.6% | -24.2% | -9.4% | -29.3% |
| YTD | -52.4% | -25.8% | -26.6% | -49.2% |
| 1Y | -35.9% | -24.7% | -11.2% | -31.9% |
| 3Y | +642.2% | +39.3% | +602.9% | +591.7% |
| 5Y | +311.1% | +43.3% | +267.8% | +293.0% |
| All | +391.7% | +41.7% | +350.0% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling