+9.5%
S vs LDOS
-24.0%
+33.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -7.7% | -5.4% | -2.3% | -5.7% |
| 30D | -5.3% | +4.9% | -10.2% | -6.7% |
| 3M | +20.3% | +7.2% | +13.1% | +17.5% |
| 6M | +47.4% | -24.2% | +71.6% | +66.7% |
| YTD | +32.5% | -25.8% | +58.3% | +47.1% |
| 1Y | +9.5% | -24.7% | +34.2% | +22.6% |
| All | +9.5% | -24.0% | +33.6% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling