+10.8%
AR vs LDOS
-31.3%
+42.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -11.7% | -3.7% | -8.0% | -11.5% |
| 30D | +1.8% | +16.4% | -14.5% | +1.1% |
| 3M | +6.0% | +7.4% | -1.4% | +5.6% |
| 6M | -7.0% | -0.3% | -6.7% | -7.0% |
| YTD | +5.6% | -24.0% | +29.6% | +4.3% |
| 1Y | +10.8% | -29.6% | +40.4% | +16.4% |
| All | +10.8% | -31.3% | +42.1% | +16.4% |
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