+52.9%
LDOS vs REPL
-40.1%
+93.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | -3.7% | +15.1% | -18.8% | -3.8% |
| 30D | +16.4% | +51.1% | -34.7% | +16.0% |
| 3M | +7.4% | +69.2% | -61.8% | +7.0% |
| 6M | -0.3% | +597.6% | -597.9% | -2.5% |
| YTD | -24.0% | +106.0% | -130.0% | -24.9% |
| 1Y | -29.6% | +133.3% | -162.9% | -30.5% |
| 3Y | +35.1% | +41.0% | -5.9% | +30.0% |
| 5Y | +52.9% | -40.1% | +93.1% | +54.6% |
| All | +52.9% | -40.1% | +93.0% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling