+53.9%
F vs LDOS
+43.9%
+10.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +5.3% | -5.4% | +10.7% | +6.7% |
| 30D | +4.6% | +4.9% | -0.3% | +3.3% |
| 3M | -3.7% | +7.2% | -10.8% | -5.6% |
| 6M | +16.8% | -24.2% | +41.1% | +25.8% |
| YTD | +15.3% | -25.8% | +41.1% | +23.7% |
| 1Y | +31.0% | -24.7% | +55.7% | +39.6% |
| 3Y | +45.4% | +39.3% | +6.2% | +14.8% |
| All | +53.9% | +43.9% | +10.1% | +18.0% |
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