+35.1%
OMC vs LDOS
+43.9%
-8.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.4% | -5.4% | -1.0% | -5.0% |
| 30D | +1.1% | +4.9% | -3.8% | -0.2% |
| 3M | +10.4% | +7.2% | +3.2% | +8.0% |
| 6M | -1.7% | -24.2% | +22.5% | +5.0% |
| YTD | +4.4% | -25.8% | +30.2% | +11.8% |
| 1Y | +8.4% | -24.7% | +33.2% | +15.3% |
| 3Y | +14.4% | +39.3% | -24.9% | +0.9% |
| All | +35.1% | +43.9% | -8.8% | +14.2% |
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