-4.4%
LQD vs LDOS
+48.3%
-52.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | +0.5% | +8.2% | -7.7% | +0.3% |
| 3M | -2.3% | -8.2% | +5.9% | -2.1% |
| 6M | -3.1% | +5.8% | -8.9% | -3.3% |
| YTD | -3.0% | -27.0% | +24.0% | -2.2% |
| 1Y | -2.6% | -31.0% | +28.4% | -1.6% |
| 3Y | +15.2% | +29.3% | -14.1% | +13.2% |
| All | -4.4% | +48.3% | -52.7% | -7.6% |
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