-72.0%
S vs LDOS
+43.9%
-115.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -7.7% | -5.4% | -2.3% | -6.2% |
| 30D | -5.3% | +4.9% | -10.2% | -6.5% |
| 3M | +20.3% | +7.2% | +13.1% | +17.8% |
| 6M | +47.4% | -24.2% | +71.6% | +58.5% |
| YTD | +32.5% | -25.8% | +58.3% | +42.7% |
| 1Y | +9.5% | -24.7% | +34.2% | +17.8% |
| 3Y | +15.5% | +39.3% | -23.8% | +7.3% |
| All | -72.0% | +43.9% | -115.9% | -73.7% |
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 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