+41.3%
LDOS vs REPL
-22.6%
+63.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.5% |
| 7D | -5.4% | -3.0% | -2.4% | -5.4% |
| 30D | +4.9% | +27.1% | -22.2% | +4.8% |
| 3M | +7.2% | +52.4% | -45.2% | +6.8% |
| 6M | -24.2% | +107.4% | -131.7% | -24.5% |
| YTD | -25.8% | +54.7% | -80.5% | -25.9% |
| 1Y | -24.7% | +158.9% | -183.6% | -25.6% |
| All | +41.3% | -22.6% | +63.9% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling