+6.9%
IR vs LDOS
-31.2%
+38.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | +3.7% | -7.2% | +10.9% | +4.4% |
| 30D | +7.4% | +16.8% | -9.4% | +5.1% |
| 3M | -5.9% | -1.6% | -4.3% | -6.0% |
| 6M | +5.6% | -1.0% | +6.6% | +5.7% |
| YTD | +4.8% | -25.8% | +30.6% | +8.9% |
| 1Y | +6.9% | -31.1% | +38.0% | +15.0% |
| All | +6.9% | -31.2% | +38.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling