+45.2%
LDOS vs ARWR
+28.5%
+16.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -5.4% | +1.7% | -7.1% | -5.5% |
| 30D | +4.9% | -0.7% | +5.5% | +4.9% |
| 3M | +7.2% | +14.9% | -7.7% | +6.0% |
| 6M | -24.2% | +32.6% | -56.9% | -25.9% |
| YTD | -25.8% | +30.0% | -55.9% | -27.5% |
| 1Y | -24.7% | +208.4% | -233.1% | -30.9% |
| 3Y | +39.3% | +208.8% | -169.5% | +23.0% |
| All | +45.2% | +28.5% | +16.8% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling