+162.2%
LEN vs LDOS
+262.7%
-100.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.2% |
| 7D | +0.6% | -5.8% | +6.4% | +3.2% |
| 30D | +19.4% | +11.6% | +7.8% | +14.4% |
| 3M | +4.5% | -1.0% | +5.5% | +4.7% |
| 6M | +4.9% | +5.1% | -0.1% | +1.7% |
| YTD | -8.9% | -24.0% | +15.1% | 0.0% |
| 1Y | -23.0% | -30.3% | +7.3% | -12.0% |
| 3Y | -16.7% | +37.0% | -53.7% | -35.0% |
| 5Y | -4.5% | +53.4% | -57.8% | -31.9% |
| 10Y | +162.2% | +252.0% | -89.8% | +40.2% |
| All | +162.2% | +262.7% | -100.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling