+511.9%
LDOS vs M
+10.0%
+501.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -6.9% | -0.2% |
| 7D | -2.8% | +8.3% | -11.1% | -3.8% |
| 30D | +13.6% | +14.2% | -0.6% | +11.6% |
| 3M | +4.2% | -1.1% | +5.3% | +4.2% |
| 6M | -8.2% | +36.6% | -44.8% | -12.2% |
| YTD | -24.1% | +19.8% | -43.9% | -26.5% |
| 1Y | -31.2% | +37.2% | -68.4% | -34.7% |
| 3Y | +35.0% | +124.5% | -89.5% | +16.0% |
| 5Y | +52.6% | +1.5% | +51.2% | +40.1% |
| 10Y | +261.9% | +7.8% | +254.1% | +186.9% |
| All | +511.9% | +10.0% | +501.9% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling