-21.9%
COMP vs LDOS
+52.4%
-74.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.5% |
| 7D | +9.5% | -2.8% | +12.3% | +10.4% |
| 30D | +8.1% | +13.6% | -5.5% | +3.6% |
| 3M | -16.3% | +4.2% | -20.6% | -17.8% |
| 6M | +42.2% | -8.2% | +50.4% | +45.5% |
| YTD | -5.0% | -24.1% | +19.1% | +4.8% |
| 1Y | +20.1% | -31.2% | +51.3% | +36.7% |
| 3Y | +358.4% | +35.0% | +323.5% | +282.9% |
| 5Y | -21.9% | +52.6% | -74.6% | -42.7% |
| All | -21.9% | +52.4% | -74.3% | -42.7% |
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 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