+307.1%
D vs LDOS
+508.5%
-201.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | +8.5% | -2.8% | +11.3% | +9.3% |
| 30D | +14.3% | +13.6% | +0.7% | +10.5% |
| 3M | +1.8% | +4.2% | -2.4% | +0.3% |
| 6M | +13.0% | -8.2% | +21.2% | +14.5% |
| YTD | +22.7% | -24.1% | +46.8% | +29.6% |
| 1Y | +22.6% | -31.2% | +53.8% | +32.9% |
| 3Y | +84.2% | +35.0% | +49.2% | +61.4% |
| 5Y | +15.8% | +52.6% | -36.8% | -3.4% |
| 10Y | +45.8% | +261.9% | -216.1% | -2.4% |
| All | +307.1% | +508.5% | -201.4% | +126.3% |
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 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