+593.0%
BE vs LDOS
+135.9%
+457.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.2% | -11.3% | -12.5% |
| 7D | -14.7% | -7.2% | -7.5% | -12.0% |
| 30D | -40.5% | +16.8% | -57.4% | -45.4% |
| 3M | -24.3% | -1.6% | -22.7% | -25.2% |
| 6M | -39.3% | -1.0% | -38.3% | -41.2% |
| YTD | +99.4% | -25.8% | +125.1% | +123.4% |
| 1Y | +26.6% | -31.1% | +57.7% | +49.2% |
| 3Y | +1,616.9% | +32.8% | +1,584.2% | +1,124.2% |
| 5Y | +441.4% | +49.4% | +392.0% | +247.8% |
| All | +593.0% | +135.9% | +457.1% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling