+583.6%
ON vs LDOS
+278.0%
+305.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +2.4% | -5.4% | +7.8% | +5.0% |
| 30D | -3.3% | +4.9% | -8.2% | -5.6% |
| 3M | -43.6% | +7.2% | -50.8% | -46.1% |
| 6M | +19.0% | -24.2% | +43.2% | +33.7% |
| YTD | +37.4% | -25.8% | +63.2% | +53.4% |
| 1Y | +54.8% | -24.7% | +79.5% | +70.9% |
| 3Y | -25.2% | +39.3% | -64.5% | -44.1% |
| 5Y | +62.7% | +43.3% | +19.4% | +14.7% |
| All | +583.6% | +278.0% | +305.6% | +176.2% |
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 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