+20.1%
W vs LDOS
-24.0%
+44.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -4.2% | -5.4% | +1.2% | -2.0% |
| 30D | -7.6% | +4.9% | -12.5% | -9.7% |
| 3M | +37.2% | +7.2% | +30.0% | +32.6% |
| 6M | +26.3% | -24.2% | +50.6% | +29.5% |
| YTD | -1.0% | -25.8% | +24.8% | +2.1% |
| 1Y | +20.1% | -24.7% | +44.8% | +23.7% |
| All | +20.1% | -24.0% | +44.1% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling