+131.4%
LDOS vs REPL
-6.0%
+137.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | -5.4% | -3.0% | -2.4% | -5.4% |
| 30D | +4.9% | +27.1% | -22.2% | +4.3% |
| 3M | +7.2% | +52.4% | -45.2% | +5.0% |
| 6M | -24.2% | +107.4% | -131.7% | -28.1% |
| YTD | -25.8% | +54.7% | -80.5% | -28.9% |
| 1Y | -24.7% | +158.9% | -183.6% | -30.5% |
| 3Y | +39.3% | -23.7% | +63.0% | +26.2% |
| 5Y | +43.3% | -54.3% | +97.7% | +32.0% |
| All | +131.4% | -6.0% | +137.4% | +80.6% |
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 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