+1,051.4%
ON vs LDOS
+494.7%
+556.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +2.4% | -5.4% | +7.8% | +5.3% |
| 30D | -3.3% | +4.9% | -8.2% | -5.9% |
| 3M | -43.6% | +7.2% | -50.8% | -46.6% |
| 6M | +19.0% | -24.2% | +43.2% | +33.8% |
| YTD | +37.4% | -25.8% | +63.2% | +53.5% |
| 1Y | +54.8% | -24.7% | +79.5% | +71.1% |
| 3Y | -25.2% | +39.3% | -64.5% | -43.5% |
| 5Y | +62.7% | +43.3% | +19.4% | +16.4% |
| 10Y | +574.3% | +278.6% | +295.8% | +173.0% |
| All | +1,051.4% | +494.7% | +556.6% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling