-34.9%
AUR vs LDOS
+32.4%
-67.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.5% | +3.6% |
| 7D | +19.2% | -7.1% | +26.4% | +21.8% |
| 30D | -7.8% | -6.1% | -1.7% | -6.2% |
| 3M | +4.0% | +5.6% | -1.6% | +1.7% |
| 6M | +45.0% | -26.9% | +71.9% | +61.0% |
| YTD | +69.5% | -27.9% | +97.5% | +88.7% |
| 1Y | +13.0% | -26.8% | +39.8% | +25.2% |
| 3Y | +90.4% | +39.6% | +50.8% | +64.9% |
| 5Y | -34.2% | +39.4% | -73.5% | -44.8% |
| All | -34.9% | +32.4% | -67.3% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling