+119.9%
NDAQ vs LDOS
+32.3%
+87.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +0.8% | -7.2% | +8.0% | +2.6% |
| 30D | +16.5% | +16.8% | -0.3% | +12.5% |
| 3M | +13.5% | -1.6% | +15.1% | +13.6% |
| 6M | +20.9% | -1.0% | +21.9% | +20.0% |
| YTD | +11.4% | -25.8% | +37.2% | +17.1% |
| 1Y | +25.9% | -31.1% | +57.0% | +34.5% |
| 3Y | +119.9% | +32.8% | +87.1% | +90.9% |
| All | +119.9% | +32.3% | +87.6% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling