+222.8%
LDOS vs ARWR
+1,009.4%
-786.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.8% |
| 7D | -3.5% | -17.9% | +14.5% | -2.2% |
| 30D | +9.5% | -18.9% | +28.4% | +11.0% |
| 3M | -6.3% | -46.0% | +39.7% | -2.4% |
| 6M | +2.8% | -40.3% | +43.2% | +6.0% |
| YTD | -26.6% | -29.0% | +2.3% | -25.6% |
| 1Y | -31.3% | +13.8% | -45.1% | -32.9% |
| 3Y | +30.9% | +74.9% | -44.0% | +19.5% |
| 5Y | +49.4% | -36.2% | +85.6% | +43.1% |
| All | +222.8% | +1,009.4% | -786.6% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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