+7.8%
ON vs LDOS
+49.1%
-41.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -11.7% | -7.2% | -4.5% | -10.7% |
| 30D | -23.3% | +16.8% | -40.1% | -25.6% |
| 3M | -19.2% | -1.6% | -17.6% | -19.2% |
| 6M | -40.1% | -1.0% | -39.2% | -40.0% |
| YTD | +16.9% | -25.8% | +42.7% | +25.2% |
| 1Y | +29.7% | -31.1% | +60.8% | +42.3% |
| 3Y | -4.4% | +32.8% | -37.2% | -15.5% |
| All | +7.8% | +49.1% | -41.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling