+17.5%
P vs LDOS
-27.6%
+45.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.0% |
| 7D | -19.4% | -2.8% | -16.5% | -19.5% |
| 30D | -22.3% | +13.6% | -35.9% | -22.2% |
| 3M | +33.2% | +4.2% | +29.0% | +34.0% |
| 6M | +53.6% | -8.2% | +61.8% | +57.1% |
| YTD | +66.8% | -24.1% | +90.9% | +71.7% |
| 1Y | +17.5% | -31.2% | +48.7% | +15.6% |
| All | +17.5% | -27.6% | +45.2% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling