+53.4%
T vs LDOS
+52.0%
+1.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.3% | -3.7% | +8.0% | +4.7% |
| 30D | -9.7% | +16.4% | -26.1% | -11.3% |
| 3M | -4.3% | +7.4% | -11.7% | -5.2% |
| 6M | -13.7% | -0.3% | -13.3% | -14.0% |
| YTD | -8.0% | -24.0% | +16.1% | -6.2% |
| 1Y | -6.9% | -29.6% | +22.7% | -4.1% |
| 3Y | +59.7% | +35.1% | +24.6% | +39.6% |
| 5Y | +53.4% | +52.9% | +0.5% | +32.0% |
| All | +53.4% | +52.0% | +1.5% | +32.0% |
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