-5.5%
AS vs LDOS
-8.2%
+2.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +14.4% |
| 3M | -11.5% | +4.2% | -15.7% | -11.7% |
| 6M | -5.5% | -8.2% | +2.7% | -7.6% |
| All | -5.5% | -8.2% | +2.7% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling