+62.5%
T vs LDOS
+226.9%
-164.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.5% | -1.6% | +4.2% | +2.9% |
| 30D | -3.8% | +8.2% | -12.0% | -5.8% |
| 3M | -8.7% | -8.2% | -0.6% | -7.2% |
| 6M | -8.1% | +5.8% | -14.0% | -10.1% |
| YTD | -6.4% | -27.0% | +20.5% | -0.6% |
| 1Y | -9.8% | -31.0% | +21.2% | -2.6% |
| 3Y | +65.5% | +29.3% | +36.2% | +41.6% |
| 5Y | +57.0% | +48.7% | +8.2% | +25.4% |
| All | +62.5% | +226.9% | -164.4% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling