+208.8%
C vs LDOS
+254.8%
-46.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.2% |
| 7D | -0.4% | +1.9% | -2.2% | -1.2% |
| 30D | -5.2% | +12.8% | -18.0% | -10.3% |
| 3M | -9.1% | -1.0% | -8.1% | -9.3% |
| 6M | -1.6% | +6.2% | -7.8% | -5.9% |
| YTD | +6.9% | -23.2% | +30.2% | +17.7% |
| 1Y | +23.0% | -29.5% | +52.4% | +40.9% |
| 3Y | +216.1% | +37.1% | +179.1% | +146.4% |
| 5Y | +112.2% | +55.6% | +56.6% | +48.4% |
| 10Y | +208.8% | +249.4% | -40.6% | +70.5% |
| All | +208.8% | +254.8% | -46.1% | +70.5% |
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