+48.2%
S vs LDOS
+33.8%
+14.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.3% |
| 7D | +1.2% | -1.3% | +2.6% | +1.7% |
| 30D | -7.3% | +10.1% | -17.4% | -10.5% |
| 3M | +5.9% | -4.7% | +10.5% | +7.3% |
| 6M | +45.6% | +5.6% | +40.0% | +42.6% |
| YTD | +58.5% | -25.1% | +83.6% | +72.7% |
| 1Y | +37.6% | -31.7% | +69.3% | +54.8% |
| All | +48.2% | +33.8% | +14.3% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling