+284.2%
D vs LDOS
+494.7%
-210.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.5% | -5.4% | +6.9% | +2.9% |
| 30D | -2.6% | +4.9% | -7.5% | -4.0% |
| 3M | 0.0% | +7.2% | -7.2% | -2.4% |
| 6M | +7.4% | -24.2% | +31.6% | +14.4% |
| YTD | +15.9% | -25.8% | +41.7% | +23.3% |
| 1Y | +18.1% | -24.7% | +42.8% | +24.9% |
| 3Y | +58.4% | +39.3% | +19.1% | +37.6% |
| 5Y | +5.2% | +43.3% | -38.1% | -10.6% |
| 10Y | +35.9% | +278.6% | -242.7% | -9.9% |
| All | +284.2% | +494.7% | -210.5% | +115.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling