-67.9%
U vs LDOS
+52.0%
-119.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +0.1% | +14.8% | +14.9% |
| 7D | +24.3% | -3.7% | +28.0% | +25.9% |
| 30D | +8.6% | +16.4% | -7.8% | +1.3% |
| 3M | +37.6% | +7.4% | +30.2% | +32.8% |
| 6M | +78.5% | -0.3% | +78.8% | +77.1% |
| YTD | +10.5% | -24.0% | +34.5% | +24.6% |
| 1Y | +15.2% | -29.6% | +44.8% | +33.2% |
| 3Y | +76.6% | +35.1% | +41.4% | +57.1% |
| 5Y | -67.9% | +52.9% | -120.8% | -73.2% |
| All | -67.9% | +52.0% | -119.8% | -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