+43.8%
D vs LDOS
+256.7%
-212.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +6.9% | -3.7% | +10.6% | +8.0% |
| 30D | +12.3% | +16.4% | -4.1% | +7.6% |
| 3M | +3.0% | +7.4% | -4.4% | +0.6% |
| 6M | +12.8% | -0.3% | +13.1% | +12.0% |
| YTD | +22.6% | -24.0% | +46.6% | +30.3% |
| 1Y | +21.7% | -29.6% | +51.2% | +32.3% |
| 3Y | +83.9% | +35.1% | +48.8% | +54.6% |
| 5Y | +14.0% | +52.9% | -38.9% | -10.3% |
| All | +43.8% | +256.7% | -212.9% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling