+43.4%
LDOS vs LTH
+174.8%
-131.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.8% |
| 7D | -3.5% | -4.6% | +1.2% | -3.2% |
| 30D | +9.5% | +14.8% | -5.3% | +8.6% |
| 3M | -6.3% | +3.9% | -10.2% | -6.6% |
| 6M | +2.8% | +35.5% | -32.7% | +0.7% |
| YTD | -26.6% | +71.3% | -98.0% | -29.3% |
| 1Y | -31.3% | +75.7% | -107.0% | -33.9% |
| 3Y | +30.9% | +231.9% | -201.0% | +20.8% |
| 5Y | +49.4% | +130.5% | -81.1% | +36.6% |
| All | +43.4% | +174.8% | -131.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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