+33.1%
S vs LDOS
-31.2%
+64.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.5% |
| 7D | -13.4% | -7.2% | -6.2% | -11.0% |
| 30D | -14.0% | +16.8% | -30.8% | -19.6% |
| 3M | +4.9% | -1.6% | +6.5% | +5.4% |
| 6M | +42.0% | -1.0% | +43.0% | +43.0% |
| YTD | +45.1% | -25.8% | +70.9% | +57.8% |
| 1Y | +33.1% | -31.1% | +64.2% | +65.0% |
| All | +33.1% | -31.2% | +64.3% | +65.0% |
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