+1,721.9%
LITE vs LDOS
+257.0%
+1,465.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -8.1% |
| 7D | -31.4% | -2.8% | -28.6% | -30.9% |
| 30D | -42.6% | +13.6% | -56.2% | -45.3% |
| 3M | -26.2% | +4.2% | -30.4% | -28.3% |
| 6M | -35.8% | -8.2% | -27.6% | -35.0% |
| YTD | +70.0% | -24.1% | +94.1% | +82.4% |
| 1Y | +232.7% | -31.2% | +264.0% | +273.0% |
| 3Y | +1,365.7% | +35.0% | +1,330.7% | +1,073.1% |
| 5Y | +609.5% | +52.6% | +556.8% | +419.1% |
| 10Y | +1,721.9% | +261.9% | +1,460.1% | +824.6% |
| All | +1,721.9% | +257.0% | +1,465.0% | +824.6% |
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 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