-31.1%
LDOS vs REPL
+152.6%
-183.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.0% | -10.3% | -2.3% |
| 7D | -7.2% | +22.8% | -30.0% | -7.1% |
| 30D | +16.8% | +63.8% | -46.9% | +17.2% |
| 3M | -1.6% | +68.1% | -69.7% | -1.3% |
| 6M | -1.0% | +528.5% | -529.5% | +1.2% |
| YTD | -25.8% | +122.4% | -148.2% | -22.7% |
| 1Y | -31.1% | +154.4% | -185.4% | -30.4% |
| All | -31.1% | +152.6% | -183.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling