+851.1%
LOW vs LDOS
+494.7%
+356.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | -1.7% | -5.4% | +3.7% | +0.3% |
| 30D | -7.0% | +4.9% | -11.9% | -8.9% |
| 3M | -0.9% | +7.2% | -8.1% | -4.0% |
| 6M | -20.1% | -24.2% | +4.2% | -12.4% |
| YTD | -13.9% | -25.8% | +11.9% | -5.7% |
| 1Y | -21.1% | -24.7% | +3.6% | -14.4% |
| 3Y | -6.6% | +39.3% | -45.9% | -22.6% |
| 5Y | +9.4% | +43.3% | -34.0% | -12.3% |
| 10Y | +220.5% | +278.6% | -58.1% | +77.2% |
| All | +851.1% | +494.7% | +356.4% | +313.2% |
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