+1,961.2%
LII vs LDOS
+494.7%
+1,466.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | -0.7% | -5.4% | +4.7% | +1.3% |
| 30D | -12.6% | +4.9% | -17.5% | -14.3% |
| 3M | -24.4% | +7.2% | -31.6% | -26.7% |
| 6M | -28.7% | -24.2% | -4.5% | -21.7% |
| YTD | -19.1% | -25.8% | +6.7% | -11.4% |
| 1Y | -29.7% | -24.7% | -5.0% | -23.3% |
| 3Y | +4.8% | +39.3% | -34.5% | -11.9% |
| 5Y | +24.6% | +43.3% | -18.8% | +1.9% |
| 10Y | +169.2% | +278.6% | -109.4% | +42.2% |
| All | +1,961.2% | +494.7% | +1,466.4% | +694.4% |
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