+250.5%
LDOS vs M
-4.2%
+254.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | -7.2% | -4.3% | -2.9% | -6.8% |
| 30D | +16.8% | +1.3% | +15.6% | +16.6% |
| 3M | -1.6% | -7.4% | +5.8% | -1.0% |
| 6M | -1.0% | +18.3% | -19.3% | -3.1% |
| YTD | -25.8% | +7.6% | -33.3% | -26.9% |
| 1Y | -31.1% | +17.4% | -48.5% | -32.9% |
| 3Y | +32.8% | +108.4% | -75.6% | +17.4% |
| 5Y | +49.4% | -10.6% | +60.0% | +40.9% |
| All | +250.5% | -4.2% | +254.7% | +180.3% |
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