+3,422.7%
V vs LDOS
+487.0%
+2,935.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +9.0% | -2.8% | +11.8% | +10.1% |
| 30D | +18.1% | +13.6% | +4.5% | +12.4% |
| 3M | +18.3% | +4.2% | +14.1% | +15.8% |
| 6M | +34.1% | -8.2% | +42.3% | +36.6% |
| YTD | +25.2% | -24.1% | +49.3% | +35.4% |
| 1Y | +29.3% | -31.2% | +60.5% | +45.2% |
| 3Y | +83.4% | +35.0% | +48.4% | +51.7% |
| 5Y | +117.2% | +52.6% | +64.5% | +66.5% |
| 10Y | +483.0% | +261.9% | +221.1% | +209.9% |
| All | +3,422.7% | +487.0% | +2,935.6% | +1,124.6% |
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