+963.9%
LOW vs LDOS
+509.1%
+454.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +9.6% | -3.7% | +13.3% | +11.1% |
| 30D | +24.5% | +16.4% | +8.1% | +17.7% |
| 3M | +4.0% | +7.4% | -3.4% | +0.8% |
| 6M | +2.2% | -0.3% | +2.5% | +1.3% |
| YTD | -3.7% | -24.0% | +20.3% | +4.3% |
| 1Y | -0.9% | -29.6% | +28.7% | +10.4% |
| 3Y | +23.8% | +35.1% | -11.3% | +3.9% |
| 5Y | +6.6% | +52.9% | -46.3% | -16.7% |
| 10Y | +314.4% | +262.2% | +52.2% | +132.4% |
| All | +963.9% | +509.1% | +454.8% | +357.1% |
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 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