-53.5%
AUR vs LDOS
+39.5%
-93.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +4.8% |
| 7D | +9.9% | -5.8% | +15.8% | +11.7% |
| 30D | -20.2% | +11.6% | -31.8% | -23.1% |
| 3M | -34.1% | -1.0% | -33.1% | -34.4% |
| 6M | -34.3% | +5.1% | -39.4% | -36.0% |
| YTD | +21.1% | -24.0% | +45.1% | +32.1% |
| 1Y | +7.6% | -30.3% | +37.9% | +20.8% |
| 3Y | +159.8% | +37.0% | +122.8% | +126.2% |
| 5Y | -53.9% | +53.4% | -107.2% | -62.1% |
| All | -53.5% | +39.5% | -93.0% | -61.8% |
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