+170.7%
LII vs LDOS
+256.7%
-86.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +0.2% | -3.7% | +3.9% | +1.4% |
| 30D | -4.6% | +16.4% | -21.0% | -9.4% |
| 3M | -21.7% | +7.4% | -29.1% | -23.9% |
| 6M | -32.8% | -0.3% | -32.5% | -33.2% |
| YTD | -27.5% | -24.0% | -3.5% | -21.8% |
| 1Y | -28.0% | -29.6% | +1.6% | -20.1% |
| 3Y | -7.2% | +35.1% | -42.3% | -20.8% |
| 5Y | +22.6% | +52.9% | -30.3% | -1.4% |
| All | +170.7% | +256.7% | -86.0% | +73.4% |
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 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