+79.1%
META vs LDOS
+52.0%
+27.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.1% | -3.7% | +0.6% | -2.7% |
| 30D | -18.1% | +16.4% | -34.5% | -20.3% |
| 3M | +2.9% | +7.4% | -4.6% | +1.3% |
| 6M | +0.2% | -0.3% | +0.5% | -0.2% |
| YTD | -8.1% | -24.0% | +15.9% | -4.2% |
| 1Y | -4.5% | -29.6% | +25.0% | +1.2% |
| 3Y | +94.2% | +35.1% | +59.1% | +69.7% |
| 5Y | +79.1% | +52.9% | +26.2% | +49.1% |
| All | +79.1% | +52.0% | +27.1% | +49.1% |
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