-67.5%
S vs LDOS
+52.3%
-119.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | +1.2% | -1.3% | +2.6% | +1.6% |
| 30D | -7.3% | +10.1% | -17.4% | -10.2% |
| 3M | +5.9% | -4.7% | +10.5% | +7.2% |
| 6M | +45.6% | +5.6% | +40.0% | +42.8% |
| YTD | +58.5% | -25.1% | +83.6% | +70.7% |
| 1Y | +37.6% | -31.7% | +69.3% | +52.3% |
| 3Y | +51.7% | +33.7% | +17.9% | +39.2% |
| 5Y | -67.5% | +54.4% | -121.9% | -70.4% |
| All | -67.5% | +52.3% | -119.7% | -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