+1,009.2%
LNG vs LDOS
+495.0%
+514.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | -15.9% | -7.2% | -8.7% | -13.5% |
| 30D | +2.1% | +16.8% | -14.7% | -4.1% |
| 3M | +4.8% | -1.6% | +6.4% | +4.9% |
| 6M | +6.8% | -1.0% | +7.8% | +5.8% |
| YTD | +44.0% | -25.8% | +69.8% | +58.0% |
| 1Y | +34.9% | -31.1% | +66.0% | +52.3% |
| 3Y | +67.3% | +32.8% | +34.5% | +38.0% |
| 5Y | +170.1% | +49.4% | +120.7% | +107.2% |
| 10Y | +693.0% | +253.9% | +439.1% | +276.0% |
| All | +1,009.2% | +495.0% | +514.1% | +269.1% |
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