+259.4%
AU vs LDOS
+494.7%
-235.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -3.6% | -5.4% | +1.8% | -2.8% |
| 30D | +23.9% | +4.9% | +19.0% | +22.7% |
| 3M | +19.1% | +7.2% | +11.9% | +17.2% |
| 6M | -0.2% | -24.2% | +24.1% | +4.0% |
| YTD | +32.5% | -25.8% | +58.3% | +38.0% |
| 1Y | +96.9% | -24.7% | +121.7% | +104.4% |
| 3Y | +614.7% | +39.3% | +575.5% | +555.5% |
| 5Y | +647.7% | +43.3% | +604.4% | +575.6% |
| 10Y | +679.2% | +278.6% | +400.6% | +447.7% |
| All | +259.4% | +494.7% | -235.3% | +97.6% |
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