+48.4%
IR vs LDOS
+43.9%
+4.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -2.8% | -5.4% | +2.6% | -1.3% |
| 30D | -15.1% | +4.9% | -20.0% | -16.5% |
| 3M | +6.1% | +7.2% | -1.1% | +3.4% |
| 6M | -16.8% | -24.2% | +7.4% | -9.8% |
| YTD | -3.5% | -25.8% | +22.3% | +4.7% |
| 1Y | -3.5% | -24.7% | +21.2% | +4.2% |
| 3Y | +9.5% | +39.3% | -29.8% | -6.2% |
| All | +48.4% | +43.9% | +4.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling