+901.5%
LITE vs LDOS
+43.9%
+857.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -1.5% | -5.4% | +3.9% | -0.6% |
| 30D | +6.7% | +4.9% | +1.8% | +5.4% |
| 3M | -6.8% | +7.2% | -13.9% | -7.9% |
| 6M | +29.4% | -24.2% | +53.7% | +38.5% |
| YTD | +139.1% | -25.8% | +164.9% | +154.9% |
| 1Y | +521.0% | -24.7% | +545.7% | +555.5% |
| 3Y | +1,535.3% | +39.3% | +1,496.0% | +1,317.1% |
| All | +901.5% | +43.9% | +857.6% | +740.5% |
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