+880.0%
ON vs LDOS
+495.0%
+385.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.6% |
| 7D | -11.7% | -7.2% | -4.5% | -8.7% |
| 30D | -23.3% | +16.8% | -40.1% | -29.5% |
| 3M | -19.2% | -1.6% | -17.6% | -19.7% |
| 6M | -40.1% | -1.0% | -39.2% | -41.8% |
| YTD | +16.9% | -25.8% | +42.7% | +29.1% |
| 1Y | +29.7% | -31.1% | +60.8% | +48.9% |
| 3Y | -4.4% | +32.8% | -37.2% | -26.3% |
| 5Y | +7.1% | +49.4% | -42.3% | -25.9% |
| 10Y | +447.2% | +253.9% | +193.3% | +127.6% |
| All | +880.0% | +495.0% | +385.0% | +174.1% |
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