-7.4%
LEN vs LDOS
+54.3%
-61.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +0.7% | +1.9% | -1.2% | +0.2% |
| 30D | +13.0% | +12.8% | +0.2% | +10.0% |
| 3M | +1.9% | -1.0% | +2.9% | +2.1% |
| 6M | -0.7% | +6.2% | -6.9% | -2.6% |
| YTD | -13.8% | -23.2% | +9.4% | -9.2% |
| 1Y | -28.1% | -29.5% | +1.4% | -22.5% |
| 3Y | -22.8% | +37.1% | -59.9% | -34.8% |
| 5Y | -7.4% | +55.6% | -63.0% | -25.3% |
| All | -7.4% | +54.3% | -61.6% | -25.3% |
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