+213.9%
F vs LDOS
+509.1%
-295.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.9% |
| 30D | +2.0% | +16.4% | -14.3% | -4.3% |
| 3M | -10.4% | +7.4% | -17.8% | -13.4% |
| 6M | +9.7% | -0.3% | +10.0% | +8.3% |
| YTD | -1.2% | -24.0% | +22.8% | +7.4% |
| 1Y | 0.0% | -29.6% | +29.6% | +12.3% |
| 3Y | +41.1% | +35.1% | +6.0% | +14.3% |
| 5Y | -11.4% | +52.9% | -64.3% | -33.3% |
| 10Y | +85.0% | +262.2% | -177.3% | -9.6% |
| All | +213.9% | +509.1% | -295.2% | +11.2% |
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