+25.8%
IR vs LDOS
+35.4%
-9.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +2.3% | -3.7% | +6.0% | +3.1% |
| 30D | +3.3% | +16.4% | -13.1% | -0.7% |
| 3M | -9.0% | +7.4% | -16.4% | -11.1% |
| 6M | +8.0% | -0.3% | +8.3% | +7.7% |
| YTD | +3.4% | -24.0% | +27.4% | +11.0% |
| 1Y | +4.5% | -29.6% | +34.1% | +15.3% |
| All | +25.8% | +35.4% | -9.6% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling