+907.7%
IT vs LDOS
+494.7%
+412.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | -6.0% | -5.4% | -0.6% | -3.9% |
| 30D | 0.0% | +4.9% | -4.9% | -2.2% |
| 3M | +13.1% | +7.2% | +5.9% | +10.0% |
| 6M | +11.7% | -24.2% | +35.9% | +24.6% |
| YTD | -26.1% | -25.8% | -0.3% | -17.6% |
| 1Y | -21.3% | -24.7% | +3.5% | -13.1% |
| 3Y | -46.7% | +39.3% | -86.0% | -56.7% |
| 5Y | -40.5% | +43.3% | -83.8% | -53.4% |
| 10Y | +103.9% | +278.6% | -174.7% | -1.6% |
| All | +907.7% | +494.7% | +412.9% | +269.6% |
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 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