-29.9%
COMP vs LDOS
+43.9%
-73.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.4% | -5.4% | +6.8% | +3.1% |
| 30D | -13.3% | +4.9% | -18.2% | -14.8% |
| 3M | +41.1% | +7.2% | +33.9% | +37.1% |
| 6M | +17.2% | -24.2% | +41.4% | +29.0% |
| YTD | +5.2% | -25.8% | +31.0% | +17.1% |
| 1Y | +18.9% | -24.7% | +43.6% | +31.4% |
| 3Y | +215.9% | +39.3% | +176.6% | +160.5% |
| All | -29.9% | +43.9% | -73.8% | -46.5% |
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