-92.0%
OPEN vs LDOS
+52.0%
-143.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -5.8% | -3.7% | -2.1% | -4.4% |
| 30D | -21.1% | +16.4% | -37.5% | -25.9% |
| 3M | -52.4% | +7.4% | -59.8% | -54.2% |
| 6M | -65.8% | -0.3% | -65.4% | -66.0% |
| YTD | -69.3% | -24.0% | -45.3% | -65.8% |
| 1Y | -75.2% | -29.6% | -45.7% | -71.4% |
| 3Y | -14.4% | +35.1% | -49.5% | -32.6% |
| 5Y | -92.0% | +52.9% | -144.9% | -94.3% |
| All | -92.0% | +52.0% | -143.9% | -94.3% |
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