+13.7%
AR vs LDOS
-27.6%
+41.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.3% |
| 7D | -11.1% | -2.8% | -8.3% | -10.9% |
| 30D | +7.9% | +13.6% | -5.7% | +7.2% |
| 3M | +4.9% | +4.2% | +0.6% | +4.6% |
| 6M | -5.3% | -8.2% | +2.9% | -4.8% |
| YTD | +8.6% | -24.1% | +32.7% | +7.4% |
| 1Y | +13.7% | -31.2% | +44.9% | +23.1% |
| All | +13.7% | -27.6% | +41.3% | +23.1% |
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