+147.2%
AR vs LDOS
+43.9%
+103.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.5% | -5.4% | +7.9% | +4.4% |
| 30D | +14.8% | +4.9% | +9.9% | +12.7% |
| 3M | +6.2% | +7.2% | -1.0% | +3.0% |
| 6M | +4.3% | -24.2% | +28.5% | +14.9% |
| YTD | +14.4% | -25.8% | +40.2% | +25.3% |
| 1Y | +21.3% | -24.7% | +46.0% | +32.0% |
| 3Y | +39.8% | +39.3% | +0.5% | +3.7% |
| All | +147.2% | +43.9% | +103.3% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling