+165.4%
LII vs LDOS
+248.5%
-83.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.2% |
| 7D | -0.6% | -7.2% | +6.6% | +1.9% |
| 30D | -4.6% | +16.8% | -21.4% | -9.5% |
| 3M | -21.2% | -1.6% | -19.6% | -21.0% |
| 6M | -36.4% | -1.0% | -35.5% | -36.7% |
| YTD | -28.9% | -25.8% | -3.2% | -22.8% |
| 1Y | -29.5% | -31.1% | +1.6% | -21.3% |
| 3Y | -8.6% | +32.8% | -41.4% | -21.5% |
| 5Y | +20.2% | +49.4% | -29.2% | -2.6% |
| All | +165.4% | +248.5% | -83.1% | +71.3% |
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 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