+227.5%
AU vs LDOS
+508.8%
-281.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.5% | +6.5% |
| 7D | +20.8% | -5.8% | +26.6% | +21.9% |
| 30D | +5.5% | +11.6% | -6.0% | +3.6% |
| 3M | +3.9% | -1.0% | +4.9% | +3.8% |
| 6M | -5.4% | +5.1% | -10.5% | -6.8% |
| YTD | +20.7% | -24.0% | +44.7% | +25.0% |
| 1Y | +49.8% | -30.3% | +80.1% | +57.4% |
| 3Y | +565.6% | +37.0% | +528.7% | +512.1% |
| 5Y | +500.4% | +53.4% | +447.0% | +435.2% |
| 10Y | +795.4% | +252.0% | +543.4% | +540.0% |
| All | +227.5% | +508.8% | -281.4% | +78.9% |
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