-6.4%
T vs LDOS
-27.6%
+21.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +2.0% |
| 7D | +5.5% | -2.8% | +8.3% | +5.5% |
| 30D | -8.9% | +13.6% | -22.5% | -9.3% |
| 3M | -5.6% | +4.2% | -9.8% | -5.7% |
| 6M | -14.3% | -8.2% | -6.1% | -16.8% |
| YTD | -7.9% | -24.1% | +16.2% | -13.9% |
| 1Y | -6.4% | -31.2% | +24.8% | -12.2% |
| All | -6.4% | -27.6% | +21.2% | -12.2% |
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