+301.3%
LOW vs LDOS
+241.3%
+60.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | +1.0% | -1.3% | +2.3% | +1.5% |
| 30D | +25.6% | +10.1% | +15.5% | +21.0% |
| 3M | +5.3% | -4.7% | +10.0% | +6.9% |
| 6M | +3.7% | +5.6% | -1.8% | +0.6% |
| YTD | -1.9% | -25.1% | +23.2% | +7.3% |
| 1Y | +0.6% | -31.7% | +32.3% | +14.2% |
| 3Y | +26.4% | +33.7% | -7.3% | +2.6% |
| 5Y | +10.1% | +54.4% | -44.2% | -19.1% |
| 10Y | +301.3% | +236.4% | +64.8% | +131.3% |
| All | +301.3% | +241.3% | +60.0% | +131.3% |
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