+802.4%
LNG vs LDOS
+228.4%
+574.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | +10.9% | -3.5% | +14.4% | +12.0% |
| 30D | +8.1% | +9.5% | -1.4% | +5.1% |
| 3M | +15.7% | -6.3% | +22.0% | +17.4% |
| 6M | +27.2% | +2.8% | +24.4% | +25.0% |
| YTD | +60.7% | -26.6% | +87.4% | +73.3% |
| 1Y | +46.3% | -31.3% | +77.6% | +60.8% |
| 3Y | +85.6% | +30.9% | +54.7% | +59.3% |
| 5Y | +211.6% | +49.4% | +162.2% | +151.3% |
| All | +802.4% | +228.4% | +574.0% | +461.7% |
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