+23.4%
LQD vs LDOS
+248.5%
-225.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +0.2% | -7.2% | +7.5% | +0.6% |
| 30D | +2.4% | +16.8% | -14.5% | +1.6% |
| 3M | -0.9% | -1.6% | +0.7% | -0.9% |
| 6M | -2.3% | -1.0% | -1.3% | -2.4% |
| YTD | -1.7% | -25.8% | +24.0% | -0.6% |
| 1Y | -1.6% | -31.1% | +29.4% | -0.1% |
| 3Y | +17.6% | +32.8% | -15.2% | +14.8% |
| 5Y | -5.3% | +49.4% | -54.7% | -8.5% |
| All | +23.4% | +248.5% | -225.1% | +21.5% |
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