+119.7%
LQD vs LDOS
+494.7%
-375.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.4% | -5.4% | +5.0% | -0.2% |
| 30D | -0.8% | +4.9% | -5.7% | -0.9% |
| 3M | -1.9% | +7.2% | -9.1% | -2.2% |
| 6M | -2.7% | -24.2% | +21.6% | -1.9% |
| YTD | -1.3% | -25.8% | +24.5% | -0.5% |
| 1Y | 0.0% | -24.7% | +24.7% | +0.6% |
| 3Y | +14.9% | +39.3% | -24.4% | +13.3% |
| 5Y | -4.6% | +43.3% | -47.9% | -6.1% |
| 10Y | +22.0% | +278.6% | -256.6% | +18.2% |
| All | +119.7% | +494.7% | -375.0% | +111.5% |
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