-21.9%
AS vs LDOS
-24.0%
+2.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -4.9% | -5.4% | +0.5% | -4.2% |
| 30D | -19.6% | +4.9% | -24.5% | -19.9% |
| 3M | -14.4% | +7.2% | -21.6% | -15.6% |
| 6M | -20.1% | -24.2% | +4.1% | -18.8% |
| YTD | -20.9% | -25.8% | +4.9% | -19.6% |
| 1Y | -21.9% | -24.7% | +2.9% | -21.3% |
| All | -21.9% | -24.0% | +2.2% | -21.3% |
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 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