+39.2%
O vs LDOS
+35.4%
+3.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +4.8% |
| 30D | +10.2% | +16.4% | -6.2% | +9.1% |
| 3M | -3.8% | +7.4% | -11.2% | -4.3% |
| 6M | -3.8% | -0.3% | -3.5% | -4.2% |
| YTD | +10.3% | -24.0% | +34.3% | +11.3% |
| 1Y | +11.9% | -29.6% | +41.4% | +13.7% |
| All | +39.2% | +35.4% | +3.8% | +25.0% |
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