-55.9%
AUR vs LDOS
+36.3%
-92.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.3% | +11.7% | +10.1% |
| 7D | +1.1% | -7.2% | +8.4% | +3.2% |
| 30D | -22.9% | +16.8% | -39.7% | -26.8% |
| 3M | -35.0% | -1.6% | -33.4% | -35.1% |
| 6M | -39.3% | -1.0% | -38.4% | -39.7% |
| YTD | +14.8% | -25.8% | +40.6% | +26.1% |
| 1Y | +4.3% | -31.1% | +35.3% | +17.3% |
| 3Y | +125.0% | +32.8% | +92.2% | +97.8% |
| 5Y | -55.9% | +49.4% | -105.2% | -63.5% |
| All | -55.9% | +36.3% | -92.2% | -63.5% |
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