+47.6%
ON vs LDOS
-27.6%
+75.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.7% |
| 7D | -5.8% | -2.8% | -3.0% | -6.3% |
| 30D | -17.1% | +13.6% | -30.7% | -14.8% |
| 3M | -11.8% | +4.2% | -16.0% | -10.6% |
| 6M | -30.2% | -8.2% | -22.0% | -27.1% |
| YTD | +31.6% | -24.1% | +55.7% | +33.5% |
| 1Y | +47.6% | -31.2% | +78.8% | +53.8% |
| All | +47.6% | -27.6% | +75.2% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling