+67.7%
T vs LDOS
+43.9%
+23.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | -5.4% | +4.1% | -0.6% |
| 30D | +11.4% | +4.9% | +6.5% | +10.7% |
| 3M | +14.3% | +7.2% | +7.1% | +13.1% |
| 6M | -9.3% | -24.2% | +15.0% | -6.9% |
| YTD | +7.1% | -25.8% | +32.9% | +9.6% |
| 1Y | -9.1% | -24.7% | +15.6% | -7.4% |
| 3Y | +105.3% | +39.3% | +66.1% | +77.5% |
| All | +67.7% | +43.9% | +23.8% | +42.4% |
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