+24.6%
OMC vs LDOS
+32.3%
-7.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | +6.3% | -7.2% | +13.5% | +8.4% |
| 30D | +15.4% | +16.8% | -1.5% | +10.4% |
| 3M | +5.8% | -1.6% | +7.3% | +6.0% |
| 6M | +14.7% | -1.0% | +15.6% | +14.1% |
| YTD | +10.3% | -25.8% | +36.1% | +17.3% |
| 1Y | +23.2% | -31.1% | +54.3% | +33.2% |
| 3Y | +24.6% | +32.8% | -8.2% | +12.3% |
| All | +24.6% | +32.3% | -7.7% | +12.3% |
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