+231.1%
OMC vs LDOS
+500.4%
-269.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.9% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | +15.3% | +10.1% | +5.2% | +11.2% |
| 3M | +4.5% | -4.7% | +9.1% | +6.0% |
| 6M | +20.8% | +5.6% | +15.2% | +17.6% |
| YTD | +13.5% | -25.1% | +38.6% | +23.9% |
| 1Y | +25.2% | -31.7% | +56.9% | +41.1% |
| 3Y | +30.5% | +33.7% | -3.3% | +12.1% |
| 5Y | +52.7% | +54.4% | -1.7% | +21.5% |
| 10Y | +55.2% | +236.4% | -181.2% | -8.9% |
| All | +231.1% | +500.4% | -269.3% | +44.1% |
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