+106.9%
B vs LDOS
+494.7%
-387.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.6% | -5.4% | +3.8% | -0.9% |
| 30D | +9.4% | +4.9% | +4.5% | +8.6% |
| 3M | +5.0% | +7.2% | -2.2% | +3.6% |
| 6M | -3.5% | -24.2% | +20.7% | -0.2% |
| YTD | +4.5% | -25.8% | +30.3% | +8.2% |
| 1Y | +67.8% | -24.7% | +92.5% | +73.2% |
| 3Y | +196.7% | +39.3% | +157.4% | +177.2% |
| 5Y | +151.9% | +43.3% | +108.6% | +132.3% |
| 10Y | +202.2% | +278.6% | -76.4% | +133.5% |
| All | +106.9% | +494.7% | -387.9% | +33.9% |
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