+221.4%
LDOS vs M
-7.1%
+228.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.6% |
| 7D | -1.6% | +7.0% | -8.6% | -2.3% |
| 30D | +8.2% | +8.9% | -0.7% | +7.2% |
| 3M | -8.2% | +4.5% | -12.7% | -8.8% |
| 6M | +5.8% | +36.2% | -30.4% | +2.0% |
| YTD | -27.0% | +15.1% | -42.1% | -28.6% |
| 1Y | -31.0% | +27.4% | -58.4% | -33.4% |
| 3Y | +29.3% | +160.1% | -130.9% | +11.5% |
| 5Y | +48.7% | -1.6% | +50.3% | +38.8% |
| All | +221.4% | -7.1% | +228.5% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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