+128.8%
AUR vs LDOS
+30.5%
+98.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -4.5% | -1.6% | -2.9% | -4.1% |
| 30D | -16.6% | +8.2% | -24.9% | -18.7% |
| 3M | -38.5% | -8.2% | -30.3% | -37.4% |
| 6M | -49.9% | +5.8% | -55.7% | -51.0% |
| YTD | +9.6% | -27.0% | +36.6% | +21.1% |
| 1Y | +1.2% | -31.0% | +32.2% | +13.6% |
| 3Y | +128.8% | +29.3% | +99.5% | +137.2% |
| All | +128.8% | +30.5% | +98.3% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling