-68.4%
U vs LDOS
+49.1%
-117.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.4% |
| 7D | +36.6% | -7.2% | +43.8% | +40.4% |
| 30D | +13.3% | +16.8% | -3.5% | +5.5% |
| 3M | +26.2% | -1.6% | +27.8% | +26.0% |
| 6M | +88.7% | -1.0% | +89.7% | +87.6% |
| YTD | +16.6% | -25.8% | +42.3% | +32.6% |
| 1Y | +29.0% | -31.1% | +60.0% | +50.1% |
| 3Y | +99.5% | +32.8% | +66.7% | +79.2% |
| All | -68.4% | +49.1% | -117.6% | -73.9% |
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