+281.3%
P vs LDOS
+43.9%
+237.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +6.5% | -5.4% | +12.0% | +7.9% |
| 30D | +18.8% | +4.9% | +13.9% | +17.6% |
| 3M | +26.7% | +7.2% | +19.6% | +24.8% |
| 6M | +62.2% | -24.2% | +86.4% | +73.7% |
| YTD | +48.5% | -25.8% | +74.3% | +59.0% |
| 1Y | +26.4% | -24.7% | +51.1% | +34.6% |
| 3Y | +159.4% | +39.3% | +120.1% | +127.2% |
| All | +281.3% | +43.9% | +237.4% | +230.6% |
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