+25.3%
U vs LDOS
-32.8%
+58.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +2.2% |
| 7D | +2.8% | -3.5% | +6.3% | +4.7% |
| 30D | +7.6% | +9.5% | -1.9% | +0.1% |
| 3M | +12.7% | -6.3% | +19.0% | +16.1% |
| 6M | +87.0% | +2.8% | +84.1% | +82.4% |
| YTD | +13.6% | -26.6% | +40.3% | +64.7% |
| 1Y | +25.3% | -31.3% | +56.6% | +84.3% |
| All | +25.3% | -32.8% | +58.1% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling