-63.6%
C vs LDOS
+509.1%
-572.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -5.3% | -3.7% | -1.6% | -3.6% |
| 30D | -7.3% | +16.4% | -23.7% | -14.8% |
| 3M | -13.5% | +7.4% | -20.9% | -17.7% |
| 6M | -6.5% | -0.3% | -6.2% | -8.6% |
| YTD | +3.6% | -24.0% | +27.6% | +15.6% |
| 1Y | +18.9% | -29.6% | +48.5% | +38.2% |
| 3Y | +205.0% | +35.1% | +169.8% | +134.1% |
| 5Y | +109.4% | +52.9% | +56.5% | +43.5% |
| 10Y | +232.9% | +262.2% | -29.3% | +30.7% |
| All | -63.6% | +509.1% | -572.7% | -90.7% |
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