+273.8%
RF vs LDOS
+256.7%
+17.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -1.6% | -3.7% | +2.1% | 0.0% |
| 30D | +5.0% | +16.4% | -11.4% | -2.4% |
| 3M | -10.0% | +7.4% | -17.4% | -13.8% |
| 6M | +3.3% | -0.3% | +3.7% | +1.8% |
| YTD | +7.9% | -24.0% | +32.0% | +19.6% |
| 1Y | +21.2% | -29.6% | +50.8% | +39.7% |
| 3Y | +105.8% | +35.1% | +70.7% | +56.5% |
| 5Y | +43.7% | +52.9% | -9.2% | -1.5% |
| All | +273.8% | +256.7% | +17.1% | +51.4% |
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