+99.9%
IT vs LDOS
+248.5%
-148.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.1% |
| 7D | -16.9% | -7.2% | -9.7% | -14.1% |
| 30D | +2.3% | +16.8% | -14.5% | -3.2% |
| 3M | +2.9% | -1.6% | +4.4% | +3.9% |
| 6M | +25.9% | -1.0% | +26.8% | +26.6% |
| YTD | -24.6% | -25.8% | +1.1% | -16.9% |
| 1Y | -16.0% | -31.1% | +15.0% | -5.1% |
| 3Y | -51.6% | +32.8% | -84.4% | -59.4% |
| 5Y | -42.6% | +49.4% | -92.0% | -55.3% |
| All | +99.9% | +248.5% | -148.6% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling