+609.5%
LITE vs LDOS
+52.4%
+557.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -7.9% |
| 7D | -31.4% | -2.8% | -28.6% | -31.3% |
| 30D | -42.6% | +13.6% | -56.2% | -43.6% |
| 3M | -26.2% | +4.2% | -30.4% | -27.0% |
| 6M | -35.8% | -8.2% | -27.6% | -34.3% |
| YTD | +70.0% | -24.1% | +94.1% | +80.5% |
| 1Y | +232.7% | -31.2% | +264.0% | +265.0% |
| 3Y | +1,365.7% | +35.0% | +1,330.7% | +1,179.3% |
| 5Y | +609.5% | +52.6% | +556.8% | +493.1% |
| All | +609.5% | +52.4% | +557.1% | +493.1% |
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