+1,801.7%
LII vs LDOS
+508.5%
+1,293.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +7.9% | -2.8% | +10.7% | +9.0% |
| 30D | -0.6% | +13.6% | -14.2% | -5.3% |
| 3M | -19.3% | +4.2% | -23.6% | -21.0% |
| 6M | -29.8% | -8.2% | -21.6% | -28.4% |
| YTD | -25.4% | -24.1% | -1.3% | -19.1% |
| 1Y | -26.2% | -31.2% | +5.0% | -16.9% |
| 3Y | -4.5% | +35.0% | -39.5% | -18.9% |
| 5Y | +26.7% | +52.6% | -26.0% | +1.0% |
| 10Y | +179.5% | +261.9% | -82.4% | +50.2% |
| All | +1,801.7% | +508.5% | +1,293.2% | +624.7% |
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