+1,065.2%
LNG vs LDOS
+494.7%
+570.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +3.4% | -5.4% | +8.8% | +5.6% |
| 30D | +14.9% | +4.9% | +10.0% | +12.5% |
| 3M | +21.4% | +7.2% | +14.2% | +17.0% |
| 6M | +17.8% | -24.2% | +42.1% | +29.8% |
| YTD | +51.3% | -25.8% | +77.1% | +66.6% |
| 1Y | +24.4% | -24.7% | +49.1% | +35.6% |
| 3Y | +79.7% | +39.3% | +40.4% | +45.4% |
| 5Y | +241.3% | +43.3% | +198.0% | +167.3% |
| 10Y | +603.1% | +278.6% | +324.6% | +222.9% |
| All | +1,065.2% | +494.7% | +570.5% | +289.2% |
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