-22.7%
U vs LDOS
+56.7%
-79.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.4% |
| 7D | +2.6% | -1.6% | +4.2% | +3.1% |
| 30D | +27.6% | +8.2% | +19.3% | +22.9% |
| 3M | +15.3% | -8.2% | +23.5% | +18.3% |
| 6M | +96.4% | +5.8% | +90.6% | +90.2% |
| YTD | +19.6% | -27.0% | +46.5% | +35.4% |
| 1Y | +42.1% | -31.0% | +73.1% | +63.7% |
| 3Y | +87.5% | +29.3% | +58.3% | +71.8% |
| 5Y | -73.1% | +48.7% | -121.9% | -76.7% |
| All | -22.7% | +56.7% | -79.4% | -34.6% |
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 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