+162.2%
ARM vs LDOS
+47.8%
+114.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.1% | -13.2% | -13.1% |
| 7D | -27.1% | -3.7% | -23.4% | -26.8% |
| 30D | -44.9% | +16.4% | -61.3% | -46.5% |
| 3M | -39.3% | +7.4% | -46.7% | -40.4% |
| 6M | -20.2% | -0.3% | -19.8% | -19.9% |
| YTD | +52.5% | -24.0% | +76.5% | +63.5% |
| 1Y | +4.1% | -29.6% | +33.6% | +14.6% |
| 3Y | +211.7% | +35.1% | +176.6% | +201.4% |
| All | +162.2% | +47.8% | +114.3% | +145.4% |
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 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