+291.3%
IR vs LDOS
+191.1%
+100.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -2.8% | -5.4% | +2.6% | -0.6% |
| 30D | -15.1% | +4.9% | -20.0% | -17.1% |
| 3M | +6.1% | +7.2% | -1.1% | +2.1% |
| 6M | -16.8% | -24.2% | +7.4% | -7.6% |
| YTD | -3.5% | -25.8% | +22.3% | +7.2% |
| 1Y | -3.5% | -24.7% | +21.2% | +6.5% |
| 3Y | +9.5% | +39.3% | -29.8% | -12.1% |
| 5Y | +45.1% | +43.3% | +1.8% | +11.9% |
| All | +291.3% | +191.1% | +100.2% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling