+1,321.8%
LITE vs LDOS
+256.7%
+1,065.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.1% | -18.8% | -18.7% |
| 7D | -44.6% | -3.7% | -40.9% | -44.0% |
| 30D | -55.0% | +16.4% | -71.4% | -57.5% |
| 3M | -38.3% | +7.4% | -45.7% | -40.7% |
| 6M | -48.8% | -0.3% | -48.4% | -49.7% |
| YTD | +38.3% | -24.0% | +62.3% | +48.2% |
| 1Y | +119.0% | -29.6% | +148.6% | +143.4% |
| 3Y | +1,092.0% | +35.1% | +1,056.9% | +854.0% |
| 5Y | +446.1% | +52.9% | +393.2% | +299.4% |
| All | +1,321.8% | +256.7% | +1,065.1% | +623.0% |
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