+698.7%
LNG vs LDOS
+262.7%
+436.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.9% |
| 7D | -8.6% | -5.8% | -2.7% | -7.1% |
| 30D | +2.4% | +11.6% | -9.1% | -0.9% |
| 3M | +11.5% | -1.0% | +12.5% | +11.4% |
| 6M | +19.2% | +5.1% | +14.2% | +16.5% |
| YTD | +47.6% | -24.0% | +71.7% | +57.7% |
| 1Y | +38.0% | -30.3% | +68.3% | +51.2% |
| 3Y | +71.5% | +37.0% | +34.5% | +45.3% |
| 5Y | +179.2% | +53.4% | +125.9% | +124.0% |
| 10Y | +698.7% | +252.0% | +446.7% | +420.0% |
| All | +698.7% | +262.7% | +436.0% | +420.0% |
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