-4.9%
ON vs LDOS
+35.4%
-40.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.1% | -11.6% | -11.6% |
| 7D | -16.3% | -3.7% | -12.6% | -16.0% |
| 30D | -27.0% | +16.4% | -43.4% | -28.4% |
| 3M | -18.1% | +7.4% | -25.5% | -19.0% |
| 6M | -38.6% | -0.3% | -38.3% | -37.7% |
| YTD | +16.4% | -24.0% | +40.4% | +25.2% |
| 1Y | +25.8% | -29.6% | +55.4% | +39.3% |
| All | -4.9% | +35.4% | -40.2% | -18.0% |
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