+485.4%
P vs LDOS
+401.0%
+84.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +6.5% | -5.4% | +12.0% | +9.1% |
| 30D | +18.8% | +4.9% | +13.9% | +16.3% |
| 3M | +26.7% | +7.2% | +19.6% | +21.9% |
| 6M | +62.2% | -24.2% | +86.4% | +81.7% |
| YTD | +48.5% | -25.8% | +74.3% | +65.9% |
| 1Y | +26.4% | -24.7% | +51.1% | +39.7% |
| 3Y | +159.4% | +39.3% | +120.1% | +100.2% |
| 5Y | +275.8% | +43.3% | +232.5% | +175.9% |
| 10Y | +732.0% | +278.6% | +453.5% | +273.6% |
| All | +485.4% | +401.0% | +84.3% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling