+119.0%
LQD vs LDOS
+508.8%
-389.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.1% |
| 7D | +0.9% | -5.8% | +6.8% | +1.1% |
| 30D | +2.2% | +11.6% | -9.4% | +1.9% |
| 3M | -0.9% | -1.0% | +0.1% | -0.9% |
| 6M | -2.2% | +5.1% | -7.3% | -2.4% |
| YTD | -1.6% | -24.0% | +22.4% | -1.0% |
| 1Y | -1.3% | -30.3% | +29.0% | -0.4% |
| 3Y | +17.4% | +37.0% | -19.5% | +15.9% |
| 5Y | -5.2% | +53.4% | -58.5% | -6.9% |
| 10Y | +25.7% | +252.0% | -226.3% | +21.8% |
| All | +119.0% | +508.8% | -389.9% | +110.5% |
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 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