+479.7%
NDAQ vs LDOS
+241.3%
+238.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | +16.3% | +10.1% | +6.2% | +12.5% |
| 3M | +15.8% | -4.7% | +20.5% | +17.4% |
| 6M | +24.8% | +5.6% | +19.2% | +21.2% |
| YTD | +14.1% | -25.1% | +39.2% | +24.0% |
| 1Y | +26.5% | -31.7% | +58.2% | +42.1% |
| 3Y | +119.1% | +33.7% | +85.4% | +84.8% |
| 5Y | +70.9% | +54.4% | +16.6% | +32.8% |
| 10Y | +479.7% | +236.4% | +243.3% | +271.8% |
| All | +479.7% | +241.3% | +238.4% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling