+3,586.8%
LITE vs LDOS
+455.6%
+3,131.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -8.1% |
| 7D | -31.4% | -2.8% | -28.6% | -31.0% |
| 30D | -42.6% | +13.6% | -56.2% | -45.1% |
| 3M | -26.2% | +4.2% | -30.4% | -28.1% |
| 6M | -35.8% | -8.2% | -27.6% | -35.1% |
| YTD | +70.0% | -24.1% | +94.1% | +81.1% |
| 1Y | +232.7% | -31.2% | +264.0% | +268.7% |
| 3Y | +1,365.7% | +35.0% | +1,330.7% | +1,110.3% |
| 5Y | +609.5% | +52.6% | +556.8% | +443.5% |
| 10Y | +1,721.9% | +261.9% | +1,460.1% | +967.1% |
| All | +3,586.8% | +455.6% | +3,131.1% | +2,151.3% |
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