-44.8%
COMP vs LDOS
+47.1%
-91.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.4% | -5.4% | +6.8% | +3.0% |
| 30D | -13.3% | +4.9% | -18.2% | -14.7% |
| 3M | +41.1% | +7.2% | +33.9% | +37.4% |
| 6M | +17.2% | -24.2% | +41.4% | +28.1% |
| YTD | +5.2% | -25.8% | +31.0% | +16.2% |
| 1Y | +18.9% | -24.7% | +43.6% | +30.5% |
| 3Y | +215.9% | +39.3% | +176.6% | +169.2% |
| 5Y | -31.2% | +43.3% | -74.5% | -44.9% |
| All | -44.8% | +47.1% | -91.9% | -50.9% |
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