+62.8%
META vs LDOS
+43.9%
+18.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +6.7% | -5.4% | +12.1% | +7.6% |
| 30D | +4.8% | +4.9% | -0.1% | +3.8% |
| 3M | -1.6% | +7.2% | -8.8% | -3.1% |
| 6M | -7.5% | -24.2% | +16.8% | -3.0% |
| YTD | -6.4% | -25.8% | +19.4% | -1.9% |
| 1Y | -17.3% | -24.7% | +7.4% | -13.9% |
| 3Y | +109.9% | +39.3% | +70.6% | +83.3% |
| All | +62.8% | +43.9% | +18.9% | +35.1% |
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