-58.0%
C vs LDOS
+494.7%
-552.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +3.6% | -5.4% | +9.0% | +6.6% |
| 30D | +0.1% | +4.9% | -4.8% | -3.0% |
| 3M | +2.4% | +7.2% | -4.8% | -2.9% |
| 6M | +24.9% | -24.2% | +49.2% | +41.7% |
| YTD | +19.8% | -25.8% | +45.6% | +36.2% |
| 1Y | +44.9% | -24.7% | +69.6% | +62.7% |
| 3Y | +263.0% | +39.3% | +223.7% | +174.5% |
| 5Y | +129.5% | +43.3% | +86.2% | +64.1% |
| 10Y | +291.6% | +278.6% | +13.0% | +49.6% |
| All | -58.0% | +494.7% | -552.7% | -89.1% |
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