+686.6%
P vs LDOS
+248.5%
+438.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.5% |
| 7D | -23.8% | -7.2% | -16.6% | -21.6% |
| 30D | -36.6% | +16.8% | -53.5% | -41.3% |
| 3M | +10.9% | -1.6% | +12.5% | +10.3% |
| 6M | +30.0% | -1.0% | +31.0% | +27.6% |
| YTD | +44.4% | -25.8% | +70.2% | +59.9% |
| 1Y | +3.9% | -31.1% | +35.0% | +19.4% |
| 3Y | +176.6% | +32.8% | +143.8% | +113.6% |
| 5Y | +249.3% | +49.4% | +199.9% | +142.6% |
| All | +686.6% | +248.5% | +438.1% | +182.2% |
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