+2,926.4%
V vs LDOS
+473.8%
+2,452.6%
-51.9%
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 | -1.7% | -5.4% | +3.7% | +0.3% |
| 30D | +2.0% | +4.9% | -2.9% | -0.1% |
| 3M | +17.4% | +7.2% | +10.2% | +13.4% |
| 6M | +17.5% | -24.2% | +41.7% | +28.9% |
| YTD | +7.6% | -25.8% | +33.4% | +17.7% |
| 1Y | +7.7% | -24.7% | +32.4% | +16.9% |
| 3Y | +54.7% | +39.3% | +15.4% | +26.2% |
| 5Y | +73.0% | +43.3% | +29.7% | +36.5% |
| 10Y | +390.9% | +278.6% | +112.3% | +156.6% |
| All | +2,926.4% | +473.8% | +2,452.6% | +964.2% |
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 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