+275.4%
LDOS vs M
-2.2%
+277.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | -5.4% | +4.7% | -10.1% | -5.9% |
| 30D | +4.9% | -9.6% | +14.5% | +6.0% |
| 3M | +7.2% | +0.9% | +6.3% | +6.9% |
| 6M | -24.2% | +22.3% | -46.5% | -26.2% |
| YTD | -25.8% | +6.5% | -32.3% | -26.8% |
| 1Y | -24.7% | +38.8% | -63.5% | -28.0% |
| 3Y | +39.3% | +115.9% | -76.6% | +22.6% |
| 5Y | +43.3% | +28.6% | +14.7% | +28.2% |
| All | +275.4% | -2.2% | +277.6% | +188.5% |
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