+58.4%
NDAQ vs LDOS
+43.9%
+14.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -2.4% | -5.4% | +3.0% | -1.2% |
| 30D | +2.5% | +4.9% | -2.4% | +1.1% |
| 3M | +9.9% | +7.2% | +2.7% | +7.4% |
| 6M | +9.4% | -24.2% | +33.7% | +16.0% |
| YTD | +0.4% | -25.8% | +26.2% | +6.4% |
| 1Y | +4.0% | -24.7% | +28.7% | +9.7% |
| 3Y | +94.4% | +39.3% | +55.1% | +71.4% |
| All | +58.4% | +43.9% | +14.5% | +37.5% |
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 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