+14.0%
D vs LDOS
+52.0%
-38.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +6.9% | -3.7% | +10.6% | +7.5% |
| 30D | +12.3% | +16.4% | -4.1% | +9.8% |
| 3M | +3.0% | +7.4% | -4.4% | +1.7% |
| 6M | +12.8% | -0.3% | +13.1% | +12.5% |
| YTD | +22.6% | -24.0% | +46.6% | +27.0% |
| 1Y | +21.7% | -29.6% | +51.2% | +28.0% |
| 3Y | +83.9% | +35.1% | +48.8% | +59.2% |
| 5Y | +14.0% | +52.9% | -38.9% | -3.1% |
| All | +14.0% | +52.0% | -38.0% | -3.1% |
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