+316.8%
APP vs LDOS
+44.9%
+271.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.5% |
| 7D | +4.5% | -2.8% | +7.3% | +4.9% |
| 30D | -3.6% | +13.6% | -17.2% | -6.7% |
| 3M | -35.3% | +4.2% | -39.5% | -36.3% |
| 6M | -42.8% | -8.2% | -34.6% | -42.1% |
| YTD | -59.7% | -24.1% | -35.6% | -57.3% |
| 1Y | -55.4% | -31.2% | -24.1% | -51.8% |
| 3Y | +592.0% | +35.0% | +557.0% | +545.5% |
| 5Y | +175.7% | +52.6% | +123.1% | +161.2% |
| All | +316.8% | +44.9% | +271.9% | +295.6% |
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 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