-54.2%
COMP vs LDOS
+50.6%
-104.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.1% | -8.3% | -8.2% |
| 7D | -1.8% | -3.7% | +1.9% | -0.7% |
| 30D | -0.8% | +16.4% | -17.1% | -5.4% |
| 3M | -28.1% | +7.4% | -35.5% | -29.9% |
| 6M | +27.0% | -0.3% | +27.3% | +26.3% |
| YTD | -12.8% | -24.0% | +11.2% | -4.5% |
| 1Y | +4.9% | -29.6% | +34.5% | +17.4% |
| 3Y | +321.0% | +35.1% | +285.9% | +262.4% |
| 5Y | -25.6% | +52.9% | -78.5% | -41.3% |
| All | -54.2% | +50.6% | -104.9% | -59.7% |
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 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