+5,083.9%
LITE vs LDOS
+443.1%
+4,640.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | -1.5% | -5.4% | +3.9% | +0.2% |
| 30D | +6.7% | +4.9% | +1.8% | +4.6% |
| 3M | -6.8% | +7.2% | -13.9% | -9.8% |
| 6M | +29.4% | -24.2% | +53.7% | +40.9% |
| YTD | +139.1% | -25.8% | +164.9% | +158.7% |
| 1Y | +521.0% | -24.7% | +545.7% | +565.2% |
| 3Y | +1,535.3% | +39.3% | +1,496.0% | +1,240.2% |
| 5Y | +889.8% | +43.3% | +846.5% | +682.4% |
| 10Y | +2,400.7% | +278.6% | +2,122.2% | +1,376.7% |
| All | +5,083.9% | +443.1% | +4,640.8% | +3,115.6% |
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 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