-89.0%
OPEN vs LDOS
+42.4%
-131.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -15.0% | -1.6% | -13.4% | -14.5% |
| 30D | -40.2% | +8.2% | -48.4% | -41.7% |
| 3M | -67.4% | -8.2% | -59.2% | -66.5% |
| 6M | -74.0% | +5.8% | -79.9% | -74.7% |
| YTD | -79.6% | -27.0% | -52.6% | -77.3% |
| 1Y | -86.1% | -31.0% | -55.1% | -84.2% |
| 3Y | -41.4% | +29.3% | -70.7% | -48.7% |
| 5Y | -94.9% | +48.7% | -143.6% | -95.7% |
| All | -89.0% | +42.4% | -131.4% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling