+796.3%
AU vs LDOS
+226.9%
+569.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -7.2% | -1.6% | -5.6% | -7.1% |
| 30D | -2.9% | +8.2% | -11.1% | -3.6% |
| 3M | -8.7% | -8.2% | -0.5% | -8.1% |
| 6M | -14.1% | +5.8% | -20.0% | -15.0% |
| YTD | +4.8% | -27.0% | +31.8% | +7.3% |
| 1Y | +11.9% | -31.0% | +42.9% | +15.3% |
| 3Y | +513.8% | +29.3% | +484.5% | +488.8% |
| 5Y | +379.3% | +48.7% | +330.5% | +351.7% |
| All | +796.3% | +226.9% | +569.4% | +764.6% |
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 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