+557.5%
P vs LDOS
+412.6%
+144.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.3% |
| 7D | -19.4% | -2.8% | -16.5% | -18.7% |
| 30D | -22.3% | +13.6% | -35.9% | -27.0% |
| 3M | +33.2% | +4.2% | +29.0% | +29.3% |
| 6M | +53.6% | -8.2% | +61.8% | +56.0% |
| YTD | +66.8% | -24.1% | +90.9% | +82.6% |
| 1Y | +17.5% | -31.2% | +48.7% | +34.8% |
| 3Y | +219.7% | +35.0% | +184.7% | +149.4% |
| 5Y | +307.8% | +52.6% | +255.1% | +187.5% |
| 10Y | +855.3% | +261.9% | +593.4% | +331.5% |
| All | +557.5% | +412.6% | +144.9% | +222.1% |
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