+81.4%
AU vs LDOS
-26.7%
+108.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -1.1% |
| 7D | -0.3% | -7.1% | +6.9% | -0.2% |
| 30D | +12.8% | -6.1% | +18.8% | +12.8% |
| 3M | +28.5% | +5.6% | +22.8% | +27.5% |
| 6M | +4.8% | -26.9% | +31.7% | +7.2% |
| YTD | +31.0% | -27.9% | +58.9% | +31.3% |
| 1Y | +81.4% | -26.8% | +108.2% | +76.3% |
| All | +81.4% | -26.7% | +108.2% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling