-28.0%
AR vs LDOS
+421.7%
-449.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.5% |
| 7D | -11.1% | -2.8% | -8.3% | -10.3% |
| 30D | +7.9% | +13.6% | -5.7% | +3.2% |
| 3M | +4.9% | +4.2% | +0.6% | +2.9% |
| 6M | -5.3% | -8.2% | +2.9% | -3.7% |
| YTD | +8.6% | -24.1% | +32.7% | +16.7% |
| 1Y | +13.7% | -31.2% | +44.9% | +26.7% |
| 3Y | +22.8% | +35.0% | -12.2% | +3.6% |
| 5Y | +82.0% | +52.6% | +29.3% | +46.1% |
| 10Y | +51.8% | +261.9% | -210.0% | -0.7% |
| All | -28.0% | +421.7% | -449.7% | -58.1% |
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 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