+85.5%
B vs LDOS
+508.5%
-422.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.2% |
| 7D | +1.1% | -2.8% | +3.9% | +1.5% |
| 30D | +0.3% | +13.6% | -13.3% | -1.5% |
| 3M | +5.4% | +4.2% | +1.2% | +4.5% |
| 6M | +5.5% | -8.2% | +13.7% | +6.1% |
| YTD | -6.3% | -24.1% | +17.8% | -3.4% |
| 1Y | +29.4% | -31.2% | +60.6% | +35.2% |
| 3Y | +160.3% | +35.0% | +125.3% | +144.2% |
| 5Y | +144.6% | +52.6% | +92.0% | +123.4% |
| 10Y | +169.3% | +261.9% | -92.5% | +109.5% |
| All | +85.5% | +508.5% | -422.9% | +19.6% |
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