+319.4%
IR vs LDOS
+198.1%
+121.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +2.3% | -3.7% | +6.0% | +3.6% |
| 30D | +3.3% | +16.4% | -13.1% | -3.2% |
| 3M | -9.0% | +7.4% | -16.4% | -12.5% |
| 6M | +8.0% | -0.3% | +8.3% | +6.6% |
| YTD | +3.4% | -24.0% | +27.4% | +13.1% |
| 1Y | +4.5% | -29.6% | +34.1% | +18.3% |
| 3Y | +25.6% | +35.1% | -9.5% | +2.0% |
| 5Y | +43.8% | +52.9% | -9.1% | +7.2% |
| All | +319.4% | +198.1% | +121.3% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling