+237.3%
P vs LDOS
+52.0%
+185.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.1% | -16.5% | -16.4% |
| 7D | -31.9% | -3.7% | -28.2% | -31.5% |
| 30D | -36.5% | +16.4% | -52.9% | -38.7% |
| 3M | +11.6% | +7.4% | +4.2% | +9.5% |
| 6M | +25.2% | -0.3% | +25.5% | +25.0% |
| YTD | +39.4% | -24.0% | +63.5% | +48.4% |
| 1Y | -3.7% | -29.6% | +25.9% | +4.8% |
| 3Y | +167.3% | +35.1% | +132.2% | +133.8% |
| 5Y | +237.3% | +52.9% | +184.4% | +192.6% |
| All | +237.3% | +52.0% | +185.4% | +192.6% |
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 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