+53.4%
T vs LDOS
+49.1%
+4.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +1.0% | -7.2% | +8.2% | +1.9% |
| 30D | -10.6% | +16.8% | -27.5% | -12.3% |
| 3M | -7.7% | -1.6% | -6.2% | -7.7% |
| 6M | -13.3% | -1.0% | -12.3% | -13.6% |
| YTD | -8.8% | -25.8% | +17.0% | -6.8% |
| 1Y | -8.4% | -31.1% | +22.7% | -5.4% |
| 3Y | +59.6% | +32.8% | +26.8% | +39.6% |
| All | +53.4% | +49.1% | +4.3% | +33.6% |
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