+32.6%
NET vs LDOS
+52.4%
-19.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -16.4% | -2.8% | -13.6% | -15.9% |
| 30D | -25.8% | +13.6% | -39.4% | -28.6% |
| 3M | -11.5% | +4.2% | -15.8% | -12.8% |
| 6M | +18.9% | -8.2% | +27.1% | +20.9% |
| YTD | +35.2% | -24.1% | +59.3% | +44.1% |
| 1Y | +14.5% | -31.2% | +45.7% | +26.1% |
| 3Y | +313.8% | +35.0% | +278.8% | +237.4% |
| 5Y | +32.6% | +52.6% | -20.1% | +2.2% |
| All | +32.6% | +52.4% | -19.8% | +2.2% |
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 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