+90.1%
RF vs LDOS
+43.9%
+46.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.3% | -5.4% | +6.7% | +2.9% |
| 30D | -3.6% | +4.9% | -8.5% | -5.3% |
| 3M | +8.1% | +7.2% | +0.9% | +5.2% |
| 6M | +11.5% | -24.2% | +35.7% | +21.3% |
| YTD | +15.6% | -25.8% | +41.4% | +25.5% |
| 1Y | +15.7% | -24.7% | +40.4% | +24.7% |
| 3Y | +86.9% | +39.3% | +47.6% | +47.9% |
| All | +90.1% | +43.9% | +46.2% | +47.6% |
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