+139.2%
AS vs LDOS
+26.3%
+112.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | +13.8% | -2.8% | +16.6% | +14.2% |
| 30D | +16.7% | +13.6% | +3.1% | +14.3% |
| 3M | -11.5% | +4.2% | -15.7% | -12.1% |
| 6M | -5.5% | -8.2% | +2.7% | -5.0% |
| YTD | -14.2% | -24.1% | +9.9% | -11.5% |
| 1Y | +2.1% | -31.2% | +33.3% | +7.0% |
| All | +139.2% | +26.3% | +112.8% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling