+22.8%
LOW vs LDOS
+32.3%
-9.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | +7.4% | -7.2% | +14.6% | +9.0% |
| 30D | +24.5% | +16.8% | +7.6% | +20.9% |
| 3M | +3.5% | -1.6% | +5.1% | +3.6% |
| 6M | -2.6% | -1.0% | -1.6% | -3.1% |
| YTD | -4.8% | -25.8% | +20.9% | -1.2% |
| 1Y | -0.8% | -31.1% | +30.3% | +4.5% |
| 3Y | +22.8% | +32.8% | -10.0% | +0.3% |
| All | +22.8% | +32.3% | -9.4% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling