+682.0%
AU vs LDOS
+43.9%
+638.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -3.6% | -5.4% | +1.8% | -3.2% |
| 30D | +23.9% | +4.9% | +19.0% | +23.2% |
| 3M | +19.1% | +7.2% | +11.9% | +17.8% |
| 6M | -0.2% | -24.2% | +24.1% | +2.7% |
| YTD | +32.5% | -25.8% | +58.3% | +36.1% |
| 1Y | +96.9% | -24.7% | +121.7% | +101.6% |
| 3Y | +614.7% | +39.3% | +575.5% | +568.5% |
| All | +682.0% | +43.9% | +638.1% | +629.2% |
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