+0.2%
AS vs LDOS
-31.3%
+31.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +7.1% | -3.7% | +10.8% | +7.6% |
| 30D | +12.8% | +16.4% | -3.6% | +10.9% |
| 3M | -14.7% | +7.4% | -22.1% | -15.3% |
| 6M | -9.9% | -0.3% | -9.6% | -11.2% |
| YTD | -16.1% | -24.0% | +7.9% | -15.2% |
| 1Y | +0.2% | -29.6% | +29.7% | +0.8% |
| All | +0.2% | -31.3% | +31.5% | +0.8% |
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