-8.8%
IT vs LDOS
-27.6%
+18.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.0% |
| 7D | -5.5% | -2.8% | -2.7% | -3.2% |
| 30D | +10.3% | +13.6% | -3.2% | +3.4% |
| 3M | +11.5% | +4.2% | +7.3% | +9.3% |
| 6M | +40.3% | -8.2% | +48.5% | +36.8% |
| YTD | -17.9% | -24.1% | +6.2% | -17.6% |
| 1Y | -8.8% | -31.2% | +22.4% | -5.9% |
| All | -8.8% | -27.6% | +18.8% | -5.9% |
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