+15.5%
LQD vs LDOS
+31.0%
-15.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.5% | -3.5% | +1.9% | -1.5% |
| 30D | +0.9% | +9.5% | -8.7% | +0.6% |
| 3M | -1.7% | -6.3% | +4.6% | -1.6% |
| 6M | -2.8% | +2.8% | -5.6% | -2.9% |
| YTD | -2.8% | -26.6% | +23.9% | -2.2% |
| 1Y | -2.8% | -31.3% | +28.5% | -2.0% |
| All | +15.5% | +31.0% | -15.6% | +16.9% |
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