+307.8%
P vs LDOS
+52.4%
+255.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.1% |
| 7D | -19.4% | -2.8% | -16.5% | -19.1% |
| 30D | -22.3% | +13.6% | -35.9% | -24.6% |
| 3M | +33.2% | +4.2% | +29.0% | +31.6% |
| 6M | +53.6% | -8.2% | +61.8% | +56.4% |
| YTD | +66.8% | -24.1% | +90.9% | +77.6% |
| 1Y | +17.5% | -31.2% | +48.7% | +28.8% |
| 3Y | +219.7% | +35.0% | +184.7% | +179.8% |
| 5Y | +307.8% | +52.6% | +255.1% | +256.3% |
| All | +307.8% | +52.4% | +255.4% | +256.3% |
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