-68.0%
S vs LDOS
+52.0%
-119.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | -16.7% | -3.7% | -13.0% | -15.8% |
| 30D | -17.0% | +16.4% | -33.4% | -20.8% |
| 3M | +2.0% | +7.4% | -5.4% | -0.2% |
| 6M | +35.1% | -0.3% | +35.4% | +34.6% |
| YTD | +42.8% | -24.0% | +66.8% | +53.0% |
| 1Y | +27.7% | -29.6% | +57.3% | +40.0% |
| 3Y | +33.0% | +35.1% | -2.2% | +22.1% |
| 5Y | -68.0% | +52.9% | -120.9% | -70.4% |
| All | -68.0% | +52.0% | -119.9% | -70.4% |
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