+2,409.8%
ASX vs LDOS
+509.1%
+1,900.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.1% | -20.9% | -20.8% |
| 7D | -33.3% | -3.7% | -29.6% | -32.6% |
| 30D | -36.5% | +16.4% | -52.9% | -39.7% |
| 3M | -19.2% | +7.4% | -26.6% | -21.9% |
| 6M | -10.2% | -0.3% | -9.9% | -11.6% |
| YTD | +86.5% | -24.0% | +110.5% | +98.1% |
| 1Y | +89.6% | -29.6% | +119.2% | +106.7% |
| 3Y | +298.6% | +35.1% | +263.5% | +234.0% |
| 5Y | +414.3% | +52.9% | +361.3% | +302.4% |
| 10Y | +711.1% | +262.2% | +448.9% | +338.0% |
| All | +2,409.8% | +509.1% | +1,900.8% | +901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling