+241.6%
LNG vs LDOS
+43.9%
+197.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.4% | -5.4% | +8.8% | +4.6% |
| 30D | +14.9% | +4.9% | +10.0% | +13.6% |
| 3M | +21.4% | +7.2% | +14.2% | +19.2% |
| 6M | +17.8% | -24.2% | +42.1% | +25.1% |
| YTD | +51.3% | -25.8% | +77.1% | +60.5% |
| 1Y | +24.4% | -24.7% | +49.1% | +31.1% |
| 3Y | +79.7% | +39.3% | +40.4% | +51.5% |
| All | +241.6% | +43.9% | +197.7% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling