+86.5%
B vs LDOS
+509.1%
-422.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.3% | -3.7% | +8.0% | +4.8% |
| 30D | -0.9% | +16.4% | -17.3% | -3.0% |
| 3M | -1.4% | +7.4% | -8.8% | -2.6% |
| 6M | +5.0% | -0.3% | +5.4% | +4.5% |
| YTD | -5.8% | -24.0% | +18.2% | -3.0% |
| 1Y | +25.6% | -29.6% | +55.2% | +30.8% |
| 3Y | +161.6% | +35.1% | +126.5% | +145.4% |
| 5Y | +135.2% | +52.9% | +82.3% | +114.7% |
| 10Y | +170.7% | +262.2% | -91.5% | +110.6% |
| All | +86.5% | +509.1% | -422.6% | +20.2% |
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 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