-4.4%
ON vs LDOS
+32.3%
-36.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -11.7% | -7.2% | -4.5% | -11.1% |
| 30D | -23.3% | +16.8% | -40.1% | -24.9% |
| 3M | -19.2% | -1.6% | -17.6% | -19.1% |
| 6M | -40.1% | -1.0% | -39.2% | -39.4% |
| YTD | +16.9% | -25.8% | +42.7% | +26.0% |
| 1Y | +29.7% | -31.1% | +60.8% | +43.9% |
| 3Y | -4.4% | +32.8% | -37.2% | -17.4% |
| All | -4.4% | +32.3% | -36.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling