+20.0%
ON vs LDOS
+48.3%
-28.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +12.2% | -1.6% | +13.9% | +12.5% |
| 30D | -3.1% | +8.2% | -11.4% | -4.7% |
| 3M | -12.9% | -8.2% | -4.7% | -11.8% |
| 6M | -38.6% | +5.8% | -44.4% | -39.5% |
| YTD | +31.2% | -27.0% | +58.2% | +40.9% |
| 1Y | +47.6% | -31.0% | +78.6% | +61.5% |
| 3Y | +6.6% | +29.3% | -22.7% | -5.3% |
| All | +20.0% | +48.3% | -28.3% | -0.6% |
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