+664.5%
AU vs LDOS
+260.1%
+404.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.9% |
| 7D | -0.3% | -7.1% | +6.9% | +0.4% |
| 30D | +12.8% | -6.1% | +18.8% | +13.4% |
| 3M | +28.5% | +5.6% | +22.8% | +27.3% |
| 6M | +4.8% | -26.9% | +31.7% | +8.0% |
| YTD | +31.0% | -27.9% | +58.9% | +34.7% |
| 1Y | +81.4% | -26.8% | +108.2% | +86.1% |
| 3Y | +618.4% | +39.6% | +578.8% | +580.7% |
| 5Y | +686.3% | +39.4% | +646.9% | +641.9% |
| 10Y | +664.5% | +260.0% | +404.6% | +489.1% |
| All | +664.5% | +260.1% | +404.4% | +489.1% |
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 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