+20.1%
COMP vs LDOS
-27.6%
+47.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.5% |
| 7D | +9.5% | -2.8% | +12.3% | +10.3% |
| 30D | +8.1% | +13.6% | -5.5% | +3.9% |
| 3M | -16.3% | +4.2% | -20.6% | -17.6% |
| 6M | +42.2% | -8.2% | +50.4% | +49.5% |
| YTD | -5.0% | -24.1% | +19.1% | +17.2% |
| 1Y | +20.1% | -31.2% | +51.3% | +50.2% |
| All | +20.1% | -27.6% | +47.7% | +50.2% |
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 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