+66.2%
NDAQ vs LDOS
+48.3%
+17.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +18.0% | +8.2% | +9.7% | +15.7% |
| 3M | +11.5% | -8.2% | +19.7% | +13.6% |
| 6M | +21.1% | +5.8% | +15.2% | +18.4% |
| YTD | +12.8% | -27.0% | +39.8% | +20.1% |
| 1Y | +25.7% | -31.0% | +56.7% | +35.7% |
| 3Y | +116.8% | +29.3% | +87.5% | +93.5% |
| All | +66.2% | +48.3% | +17.9% | +44.8% |
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 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