+206.5%
AU vs LDOS
+495.0%
-288.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.4% |
| 7D | +16.5% | -7.2% | +23.7% | +17.9% |
| 30D | +3.3% | +16.8% | -13.6% | +0.5% |
| 3M | +6.8% | -1.6% | +8.4% | +6.8% |
| 6M | -3.9% | -1.0% | -3.0% | -4.5% |
| YTD | +12.9% | -25.8% | +38.7% | +17.3% |
| 1Y | +43.5% | -31.1% | +74.6% | +51.0% |
| 3Y | +445.5% | +32.8% | +412.7% | +404.2% |
| 5Y | +469.0% | +49.4% | +419.6% | +409.2% |
| 10Y | +698.3% | +253.9% | +444.4% | +468.7% |
| All | +206.5% | +495.0% | -288.6% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling