+532.2%
LNG vs LDOS
+260.1%
+272.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.7% |
| 7D | -6.2% | -7.1% | +1.0% | -4.2% |
| 30D | +8.0% | -6.1% | +14.1% | +9.8% |
| 3M | +16.9% | +5.6% | +11.3% | +14.4% |
| 6M | +8.7% | -26.9% | +35.6% | +18.4% |
| YTD | +43.0% | -27.9% | +70.9% | +55.4% |
| 1Y | +19.4% | -26.8% | +46.2% | +28.7% |
| 3Y | +74.7% | +39.6% | +35.1% | +46.9% |
| 5Y | +222.4% | +39.4% | +183.1% | +167.4% |
| 10Y | +532.2% | +260.0% | +272.3% | +279.5% |
| All | +532.2% | +260.1% | +272.1% | +279.5% |
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 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