-70.8%
OPEN vs LDOS
+44.6%
-115.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -4.3% | -5.4% | +1.2% | -2.4% |
| 30D | -16.2% | +4.9% | -21.1% | -18.0% |
| 3M | -36.4% | +7.2% | -43.5% | -38.3% |
| 6M | -35.5% | -24.2% | -11.2% | -28.9% |
| YTD | -46.0% | -25.8% | -20.2% | -40.2% |
| 1Y | -47.1% | -24.7% | -22.4% | -41.7% |
| 3Y | -19.0% | +39.3% | -58.3% | -31.0% |
| 5Y | -83.6% | +43.3% | -126.9% | -86.2% |
| All | -70.8% | +44.6% | -115.5% | -75.7% |
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