+55.5%
T vs LDOS
+248.5%
-192.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | +1.0% | -7.2% | +8.2% | +2.8% |
| 30D | -10.6% | +16.8% | -27.5% | -14.1% |
| 3M | -7.7% | -1.6% | -6.2% | -7.7% |
| 6M | -13.3% | -1.0% | -12.3% | -13.7% |
| YTD | -8.8% | -25.8% | +17.0% | -3.5% |
| 1Y | -8.4% | -31.1% | +22.7% | -1.1% |
| 3Y | +59.6% | +32.8% | +26.8% | +35.7% |
| 5Y | +52.1% | +49.4% | +2.7% | +21.7% |
| All | +55.5% | +248.5% | -192.9% | +8.8% |
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