-29.6%
LDOS vs LTH
+83.0%
-112.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | +5.3% | -9.0% | -4.0% |
| 30D | +16.4% | +18.3% | -1.9% | +15.1% |
| 3M | +7.4% | +5.4% | +2.0% | +6.7% |
| 6M | -0.3% | +62.5% | -62.9% | -3.3% |
| YTD | -24.0% | +79.6% | -103.7% | -27.6% |
| 1Y | -29.6% | +88.1% | -117.7% | -33.9% |
| All | -29.6% | +83.0% | -112.6% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling