+313.3%
LOW vs LDOS
+262.7%
+50.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.0% | +2.5% |
| 7D | +6.4% | -5.8% | +12.2% | +8.8% |
| 30D | +25.6% | +11.6% | +14.0% | +20.4% |
| 3M | +4.6% | -1.0% | +5.6% | +4.6% |
| 6M | +2.5% | +5.1% | -2.5% | -0.3% |
| YTD | -1.6% | -24.0% | +22.4% | +7.0% |
| 1Y | +1.7% | -30.3% | +32.0% | +14.6% |
| 3Y | +29.4% | +37.0% | -7.5% | +4.0% |
| 5Y | +9.6% | +53.4% | -43.7% | -19.0% |
| 10Y | +313.3% | +252.0% | +61.4% | +143.6% |
| All | +313.3% | +262.7% | +50.7% | +143.6% |
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