+18.1%
D vs LDOS
-24.0%
+42.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.5% | -5.4% | +6.9% | +1.6% |
| 30D | -2.6% | +4.9% | -7.5% | -2.6% |
| 3M | 0.0% | +7.2% | -7.2% | -0.4% |
| 6M | +7.4% | -24.2% | +31.6% | +6.6% |
| YTD | +15.9% | -25.8% | +41.7% | +14.2% |
| 1Y | +18.1% | -24.7% | +42.8% | +13.3% |
| All | +18.1% | -24.0% | +42.2% | +13.3% |
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 2025-09-04 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling