-39.0%
U vs LDOS
+59.2%
-98.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.8% | -5.4% | +1.6% | -1.7% |
| 30D | +17.5% | +4.9% | +12.6% | +15.4% |
| 3M | +38.7% | +7.2% | +31.5% | +34.7% |
| 6M | +104.4% | -24.2% | +128.7% | +126.6% |
| YTD | -5.7% | -25.8% | +20.1% | +7.0% |
| 1Y | +3.7% | -24.7% | +28.4% | +16.5% |
| 3Y | +12.3% | +39.3% | -27.0% | +1.1% |
| 5Y | -68.8% | +43.3% | -112.1% | -72.5% |
| All | -39.0% | +59.2% | -98.3% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling