+135.1%
LEN vs LDOS
+494.7%
-359.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.3% |
| 7D | -3.2% | -5.4% | +2.2% | -0.7% |
| 30D | -4.9% | +4.9% | -9.8% | -7.4% |
| 3M | -8.5% | +7.2% | -15.7% | -12.3% |
| 6M | -20.7% | -24.2% | +3.6% | -11.0% |
| YTD | -17.4% | -25.8% | +8.4% | -7.6% |
| 1Y | -38.2% | -24.7% | -13.5% | -31.6% |
| 3Y | -24.9% | +39.3% | -64.2% | -41.5% |
| 5Y | -11.4% | +43.3% | -54.8% | -34.1% |
| 10Y | +110.0% | +278.6% | -168.5% | -7.5% |
| All | +135.1% | +494.7% | -359.6% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling