-29.6%
LDOS vs REPL
+124.9%
-154.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | -3.7% | +15.1% | -18.8% | -3.6% |
| 30D | +16.4% | +51.1% | -34.7% | +16.7% |
| 3M | +7.4% | +69.2% | -61.8% | +7.8% |
| 6M | -0.3% | +597.6% | -597.9% | +1.8% |
| YTD | -24.0% | +106.0% | -130.0% | -21.0% |
| 1Y | -29.6% | +133.3% | -162.9% | -28.6% |
| All | -29.6% | +124.9% | -154.5% | -28.6% |
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