+130.7%
C vs LDOS
+43.9%
+86.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +3.6% | -5.4% | +9.0% | +5.0% |
| 30D | +0.1% | +4.9% | -4.8% | -1.4% |
| 3M | +2.4% | +7.2% | -4.8% | +0.1% |
| 6M | +24.9% | -24.2% | +49.2% | +34.5% |
| YTD | +19.8% | -25.8% | +45.6% | +29.5% |
| 1Y | +44.9% | -24.7% | +69.6% | +55.6% |
| 3Y | +263.0% | +39.3% | +223.7% | +214.6% |
| All | +130.7% | +43.9% | +86.8% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling