-56.5%
AUR vs LDOS
+49.1%
-105.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.3% | +11.7% | +10.1% |
| 7D | +1.1% | -7.2% | +8.4% | +3.3% |
| 30D | -22.9% | +16.8% | -39.7% | -27.1% |
| 3M | -35.0% | -1.6% | -33.4% | -35.1% |
| 6M | -39.3% | -1.0% | -38.4% | -39.8% |
| YTD | +14.8% | -25.8% | +40.6% | +27.1% |
| 1Y | +4.3% | -31.1% | +35.3% | +18.6% |
| 3Y | +125.0% | +32.8% | +92.2% | +91.6% |
| All | -56.5% | +49.1% | -105.6% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling