+54.2%
AR vs LDOS
+228.4%
-174.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.1% |
| 7D | +6.4% | -3.5% | +9.9% | +7.8% |
| 30D | +3.1% | +9.5% | -6.4% | -0.7% |
| 3M | +3.3% | -6.3% | +9.6% | +5.3% |
| 6M | +6.6% | +2.8% | +3.7% | +3.7% |
| YTD | +12.3% | -26.6% | +39.0% | +24.0% |
| 1Y | +12.3% | -31.3% | +43.6% | +27.8% |
| 3Y | +50.4% | +30.9% | +19.5% | +21.2% |
| 5Y | +101.0% | +49.4% | +51.6% | +50.6% |
| All | +54.2% | +228.4% | -174.2% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling