+544.9%
O vs LDOS
+508.5%
+36.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +5.8% | -2.8% | +8.6% | +6.7% |
| 30D | +10.7% | +13.6% | -2.9% | +6.0% |
| 3M | -4.5% | +4.2% | -8.7% | -6.3% |
| 6M | -4.1% | -8.2% | +4.1% | -2.6% |
| YTD | +9.8% | -24.1% | +33.9% | +17.4% |
| 1Y | +11.3% | -31.2% | +42.5% | +23.0% |
| 3Y | +37.5% | +35.0% | +2.5% | +15.8% |
| 5Y | +11.3% | +52.6% | -41.3% | -12.2% |
| 10Y | +71.9% | +261.9% | -189.9% | -0.6% |
| All | +544.9% | +508.5% | +36.4% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling