+136.8%
LDOS vs REPL
+29.3%
+107.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.8% | +28.8% | -31.6% | -3.4% |
| 30D | +13.6% | +57.3% | -43.8% | +12.3% |
| 3M | +4.2% | +73.6% | -69.3% | +2.7% |
| 6M | -8.2% | +582.8% | -591.0% | -14.5% |
| YTD | -24.1% | +112.9% | -137.0% | -27.9% |
| 1Y | -31.2% | +130.7% | -161.9% | -34.9% |
| 3Y | +35.0% | +45.7% | -10.7% | +18.5% |
| 5Y | +52.6% | -37.9% | +90.6% | +39.8% |
| All | +136.8% | +29.3% | +107.5% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling