+266.3%
F vs LDOS
+494.7%
-228.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.2% |
| 7D | +5.3% | -5.4% | +10.7% | +7.6% |
| 30D | +4.6% | +4.9% | -0.3% | +2.3% |
| 3M | -3.7% | +7.2% | -10.8% | -7.3% |
| 6M | +16.8% | -24.2% | +41.1% | +29.1% |
| YTD | +15.3% | -25.8% | +41.1% | +26.8% |
| 1Y | +31.0% | -24.7% | +55.7% | +42.8% |
| 3Y | +45.4% | +39.3% | +6.2% | +16.2% |
| 5Y | +54.7% | +43.3% | +11.4% | +20.0% |
| 10Y | +98.2% | +278.6% | -180.3% | -5.2% |
| All | +266.3% | +494.7% | -228.5% | +31.3% |
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