-47.8%
S vs LDOS
+37.4%
-85.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.0% | -1.6% | +3.6% | +2.5% |
| 30D | -2.7% | +8.2% | -11.0% | -4.8% |
| 3M | -6.9% | -8.2% | +1.3% | -5.0% |
| 6M | +38.1% | +5.8% | +32.2% | +35.9% |
| YTD | +48.0% | -27.0% | +75.0% | +58.3% |
| 1Y | +34.5% | -31.0% | +65.4% | +45.8% |
| 3Y | +38.3% | +29.3% | +9.0% | +34.0% |
| 5Y | -70.9% | +48.7% | -119.6% | -71.5% |
| All | -47.8% | +37.4% | -85.2% | -43.7% |
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