+132.3%
LEN vs LDOS
+228.4%
-96.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.3% |
| 7D | -8.7% | -3.5% | -5.3% | -7.4% |
| 30D | +11.6% | +9.5% | +2.0% | +7.7% |
| 3M | -1.3% | -6.3% | +5.0% | +1.2% |
| 6M | -1.4% | +2.8% | -4.3% | -3.6% |
| YTD | -16.9% | -26.6% | +9.8% | -7.4% |
| 1Y | -31.2% | -31.3% | +0.1% | -21.0% |
| 3Y | -25.6% | +30.9% | -56.5% | -40.8% |
| 5Y | -13.3% | +49.4% | -62.6% | -37.6% |
| All | +132.3% | +228.4% | -96.1% | +32.7% |
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