-12.1%
LEN vs LDOS
+48.3%
-60.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -5.8% | -1.6% | -4.2% | -5.4% |
| 30D | +13.7% | +8.2% | +5.5% | +11.9% |
| 3M | -3.9% | -8.2% | +4.3% | -1.9% |
| 6M | -0.4% | +5.8% | -6.2% | -2.1% |
| YTD | -16.8% | -27.0% | +10.1% | -11.3% |
| 1Y | -29.5% | -31.0% | +1.5% | -23.6% |
| 3Y | -25.6% | +29.3% | -54.9% | -36.2% |
| All | -12.1% | +48.3% | -60.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling