-9.0%
AUR vs LDOS
-27.6%
+18.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.6% |
| 7D | -19.8% | -2.8% | -17.0% | -19.4% |
| 30D | -29.0% | +13.6% | -42.6% | -31.9% |
| 3M | -43.6% | +4.2% | -47.8% | -44.7% |
| 6M | -36.6% | -8.2% | -28.4% | -31.9% |
| YTD | +6.3% | -24.1% | +30.3% | +25.3% |
| 1Y | -9.0% | -31.2% | +22.2% | +20.9% |
| All | -9.0% | -27.6% | +18.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling