-69.4%
U vs LDOS
+43.9%
-113.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.8% | -5.4% | +1.6% | -1.6% |
| 30D | +17.5% | +4.9% | +12.6% | +15.4% |
| 3M | +38.7% | +7.2% | +31.5% | +34.6% |
| 6M | +104.4% | -24.2% | +128.7% | +127.5% |
| YTD | -5.7% | -25.8% | +20.1% | +7.6% |
| 1Y | +3.7% | -24.7% | +28.4% | +17.1% |
| 3Y | +12.3% | +39.3% | -27.0% | +1.4% |
| All | -69.4% | +43.9% | -113.3% | -73.2% |
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