+27.6%
LII vs LDOS
+43.9%
-16.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | -0.7% | -5.4% | +4.7% | +0.9% |
| 30D | -12.6% | +4.9% | -17.5% | -14.0% |
| 3M | -24.4% | +7.2% | -31.6% | -26.2% |
| 6M | -28.7% | -24.2% | -4.5% | -22.6% |
| YTD | -19.1% | -25.8% | +6.7% | -12.3% |
| 1Y | -29.7% | -24.7% | -5.0% | -24.1% |
| 3Y | +4.8% | +39.3% | -34.5% | -12.7% |
| All | +27.6% | +43.9% | -16.2% | +3.6% |
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