+473.2%
AU vs LDOS
+49.1%
+424.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.2% |
| 7D | +16.5% | -7.2% | +23.7% | +17.2% |
| 30D | +3.3% | +16.8% | -13.6% | +1.8% |
| 3M | +6.8% | -1.6% | +8.4% | +6.8% |
| 6M | -3.9% | -1.0% | -3.0% | -4.3% |
| YTD | +12.9% | -25.8% | +38.7% | +15.8% |
| 1Y | +43.5% | -31.1% | +74.6% | +48.5% |
| 3Y | +445.5% | +32.8% | +412.7% | +411.4% |
| All | +473.2% | +49.1% | +424.1% | +410.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling