+18.9%
C vs LDOS
-31.3%
+50.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -5.3% | -3.7% | -1.6% | -4.9% |
| 30D | -7.3% | +16.4% | -23.7% | -9.0% |
| 3M | -13.5% | +7.4% | -20.9% | -14.5% |
| 6M | -6.5% | -0.3% | -6.2% | -5.2% |
| YTD | +3.6% | -24.0% | +27.6% | +13.3% |
| 1Y | +18.9% | -29.6% | +48.5% | +33.4% |
| All | +18.9% | -31.3% | +50.2% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling