+11.7%
IR vs LDOS
-31.9%
+43.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | +9.2% | +8.2% | +0.9% | +7.9% |
| 3M | +0.9% | -8.2% | +9.1% | +1.8% |
| 6M | +19.2% | +5.8% | +13.4% | +17.9% |
| YTD | +7.5% | -27.0% | +34.4% | +11.6% |
| 1Y | +11.7% | -31.0% | +42.7% | +20.9% |
| All | +11.7% | -31.9% | +43.6% | +20.9% |
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