+52.9%
LDOS vs M
-6.1%
+59.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.5% |
| 7D | -3.7% | -2.1% | -1.6% | -3.6% |
| 30D | +16.4% | +7.7% | +8.7% | +15.7% |
| 3M | +7.4% | -4.4% | +11.8% | +7.6% |
| 6M | -0.3% | +27.5% | -27.8% | -2.3% |
| YTD | -24.0% | +12.8% | -36.8% | -25.0% |
| 1Y | -29.6% | +20.7% | -50.3% | -30.9% |
| 3Y | +35.1% | +111.3% | -76.2% | +23.5% |
| 5Y | +52.9% | -6.3% | +59.2% | +41.3% |
| All | +52.9% | -6.1% | +59.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling