+1,449.6%
NET vs LDOS
+68.7%
+1,380.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -7.0% | -5.4% | -1.6% | -5.7% |
| 30D | -4.8% | +4.9% | -9.7% | -5.8% |
| 3M | +3.8% | +7.2% | -3.4% | +1.9% |
| 6M | +50.0% | -24.2% | +74.3% | +60.3% |
| YTD | +41.5% | -25.8% | +67.3% | +50.8% |
| 1Y | +32.8% | -24.7% | +57.5% | +40.9% |
| 3Y | +335.9% | +39.3% | +296.6% | +281.8% |
| 5Y | +113.8% | +43.3% | +70.5% | +84.9% |
| All | +1,449.6% | +68.7% | +1,380.9% | +1,209.2% |
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