+1,039.6%
LNG vs LDOS
+508.8%
+530.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +1.9% |
| 7D | -8.4% | -5.8% | -2.5% | -6.3% |
| 30D | +2.7% | +11.6% | -8.9% | -1.8% |
| 3M | +11.7% | -1.0% | +12.7% | +11.6% |
| 6M | +19.5% | +5.1% | +14.4% | +15.6% |
| YTD | +48.0% | -24.0% | +72.0% | +60.9% |
| 1Y | +38.4% | -30.3% | +68.6% | +55.5% |
| 3Y | +71.9% | +37.0% | +34.9% | +40.1% |
| 5Y | +179.9% | +53.4% | +126.5% | +112.5% |
| 10Y | +700.5% | +252.0% | +448.5% | +281.8% |
| All | +1,039.6% | +508.8% | +530.8% | +275.9% |
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