+297.9%
RF vs LDOS
+257.0%
+41.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +2.3% | -2.8% | +5.1% | +3.5% |
| 30D | +7.2% | +13.6% | -6.3% | +0.7% |
| 3M | -8.2% | +4.2% | -12.4% | -10.9% |
| 6M | +7.0% | -8.2% | +15.2% | +9.6% |
| YTD | +10.3% | -24.1% | +34.4% | +22.2% |
| 1Y | +25.1% | -31.2% | +56.3% | +45.9% |
| 3Y | +110.3% | +35.0% | +75.3% | +59.9% |
| 5Y | +47.1% | +52.6% | -5.5% | +0.9% |
| 10Y | +297.9% | +261.9% | +36.1% | +58.6% |
| All | +297.9% | +257.0% | +41.0% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling