+133.7%
AS vs LDOS
+26.5%
+107.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +7.1% | -3.7% | +10.8% | +7.7% |
| 30D | +12.8% | +16.4% | -3.6% | +10.1% |
| 3M | -14.7% | +7.4% | -22.1% | -15.7% |
| 6M | -9.9% | -0.3% | -9.6% | -10.4% |
| YTD | -16.1% | -24.0% | +7.9% | -13.6% |
| 1Y | +0.2% | -29.6% | +29.7% | +4.5% |
| All | +133.7% | +26.5% | +107.3% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling