+9.8%
LOW vs LDOS
+43.9%
-34.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | -1.7% | -5.4% | +3.7% | -0.5% |
| 30D | -7.0% | +4.9% | -11.9% | -8.1% |
| 3M | -0.9% | +7.2% | -8.1% | -2.8% |
| 6M | -20.1% | -24.2% | +4.2% | -15.6% |
| YTD | -13.9% | -25.8% | +11.9% | -9.2% |
| 1Y | -21.1% | -24.7% | +3.6% | -17.3% |
| 3Y | -6.6% | +39.3% | -45.9% | -19.3% |
| All | +9.8% | +43.9% | -34.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling