+535.7%
ON vs LDOS
+254.8%
+280.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -4.1% | +1.9% | -6.0% | -4.9% |
| 30D | -10.2% | +12.8% | -23.0% | -15.2% |
| 3M | -12.7% | -1.0% | -11.7% | -13.3% |
| 6M | -32.5% | +6.2% | -38.7% | -36.0% |
| YTD | +28.6% | -23.2% | +51.8% | +40.2% |
| 1Y | +43.4% | -29.5% | +72.9% | +63.7% |
| 3Y | +3.3% | +37.1% | -33.7% | -22.2% |
| 5Y | +22.5% | +55.6% | -33.1% | -18.4% |
| 10Y | +535.7% | +249.4% | +286.3% | +164.5% |
| All | +535.7% | +254.8% | +280.9% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling